+279.4%
ELF vs BUD
+53.4%
+226.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +6.3% | +6.0% | +0.2% | +4.4% |
| 30D | +8.5% | +11.3% | -2.8% | +4.9% |
| 3M | +24.4% | +3.6% | +20.9% | +22.8% |
| 6M | +94.7% | +7.7% | +87.0% | +89.5% |
| YTD | +55.9% | +36.4% | +19.5% | +40.3% |
| 1Y | +48.4% | +37.8% | +10.6% | +33.1% |
| 3Y | +24.6% | +51.2% | -26.6% | +6.4% |
| All | +279.4% | +53.4% | +226.0% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling