+70.3%
BTI vs BUD
-22.8%
+93.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.0% | -3.2% | +1.2% | -0.8% |
| 30D | -3.4% | -3.7% | +0.2% | -2.1% |
| 3M | -9.0% | -4.4% | -4.6% | -7.5% |
| 6M | -5.0% | +7.7% | -12.7% | -7.6% |
| YTD | -0.3% | +23.1% | -23.4% | -7.6% |
| 1Y | +3.1% | +33.6% | -30.5% | -7.2% |
| 3Y | +111.0% | +44.7% | +66.3% | +80.9% |
| 5Y | +117.0% | +44.9% | +72.1% | +82.8% |
| All | +70.3% | -22.8% | +93.1% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling