+101.5%
BAC vs FBTC
+62.0%
+39.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | -1.4% | +22.3% | -23.6% | -4.0% |
| 3M | +15.7% | +26.0% | -10.2% | +12.0% |
| 6M | +32.2% | +13.2% | +19.0% | +29.5% |
| YTD | +15.8% | -10.7% | +26.5% | +16.3% |
| 1Y | +27.3% | -30.0% | +57.2% | +31.7% |
| All | +101.5% | +62.0% | +39.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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