+44.3%
BUD vs BTG
+75.0%
-30.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | -6.1% | +9.5% | -15.6% | -7.1% |
| 3M | -3.8% | +38.5% | -42.3% | -7.4% |
| 6M | +8.2% | +5.6% | +2.5% | +6.7% |
| YTD | +23.6% | +23.9% | -0.4% | +18.8% |
| 1Y | +33.4% | +32.1% | +1.3% | +26.1% |
| 3Y | +45.3% | +103.2% | -57.9% | +26.3% |
| 5Y | +44.3% | +79.7% | -35.5% | +23.9% |
| All | +44.3% | +75.0% | -30.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling