+46.0%
ELF vs BUD
+31.7%
+14.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +3.4% | -1.6% | +4.9% | +3.7% |
| 30D | +5.0% | +6.7% | -1.7% | +2.9% |
| 3M | +22.6% | +5.9% | +16.7% | +20.3% |
| 6M | +104.0% | +5.1% | +98.9% | +99.2% |
| YTD | +49.3% | +32.9% | +16.4% | +29.2% |
| 1Y | +46.0% | +31.8% | +14.2% | +26.9% |
| All | +46.0% | +31.7% | +14.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling