+500.5%
BTI vs BUD
+217.8%
+282.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +9.2% | +6.7% | +2.6% | +6.3% |
| 3M | +9.6% | +5.7% | +3.9% | +7.1% |
| 6M | -2.4% | +5.8% | -8.3% | -4.7% |
| YTD | +14.2% | +34.4% | -20.2% | +1.2% |
| 1Y | +20.3% | +33.3% | -13.0% | +6.8% |
| 3Y | +147.4% | +48.8% | +98.6% | +106.0% |
| 5Y | +155.4% | +52.5% | +102.9% | +106.9% |
| 10Y | +127.3% | -4.0% | +131.3% | +111.6% |
| All | +500.5% | +217.8% | +282.7% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling