-36.6%
BAH vs FBTC
+59.7%
-96.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.3% | +4.9% |
| 7D | +2.4% | -5.8% | +8.3% | +2.8% |
| 30D | -2.9% | +21.4% | -24.4% | -4.2% |
| 3M | -1.3% | +24.5% | -25.8% | -2.8% |
| 6M | -0.9% | +9.9% | -10.8% | -1.8% |
| YTD | -8.2% | -12.0% | +3.8% | -7.7% |
| 1Y | -24.0% | -32.3% | +8.4% | -22.3% |
| All | -36.6% | +59.7% | -96.3% | -41.6% |
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