-24.1%
BUD vs BTG
+158.3%
-182.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -3.2% | -5.5% | +2.3% | -2.8% |
| 30D | -3.7% | +6.1% | -9.8% | -4.2% |
| 3M | -4.4% | +38.6% | -43.1% | -7.1% |
| 6M | +7.7% | +0.7% | +7.1% | +6.9% |
| YTD | +23.1% | +20.3% | +2.7% | +20.0% |
| 1Y | +33.6% | +25.0% | +8.6% | +29.3% |
| 3Y | +44.7% | +97.3% | -52.6% | +33.3% |
| 5Y | +44.9% | +78.3% | -33.4% | +33.4% |
| All | -24.1% | +158.3% | -182.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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