When creating a new version of your budget, if you wish to see previous years' data in the previous years in that budget, there are a couple of ways to achieve this.
If you are creating your new version by cloning a budget, then you can choose to clone multiple years from the original. This will copy across the previous years' data as well as the current year:
If you are creating your new version from scratch, then you will need to copy data from the previous years into the new version by going to Data/Formulas > Copy Data and choosing the Copy Multiple Departments option. Be sure to choose the right years in the Source and Target Budgets. For instance, if your new version is Budget 2021, and you need to copy from Actual 2020, you would choose 2020 as the source year In Actual 2020, and also choose 2020 as the target year in Budget 2021 - see below: