+428.6%
BTI vs BUD
+201.1%
+227.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -6.6% | -5.7% | -0.9% | -4.4% |
| 3M | -3.0% | +3.1% | -6.1% | -4.1% |
| 6M | -6.7% | +7.9% | -14.6% | -9.6% |
| YTD | +0.6% | +27.3% | -26.8% | -8.8% |
| 1Y | +5.6% | +37.8% | -32.2% | -7.4% |
| 3Y | +110.3% | +49.8% | +60.5% | +74.6% |
| 5Y | +114.3% | +43.8% | +70.4% | +77.4% |
| 10Y | +67.7% | -22.6% | +90.3% | +72.0% |
| All | +428.6% | +201.1% | +227.5% | +212.5% |
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