-39.6%
BAH vs FBTC
+62.5%
-102.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -4.3% | +1.5% | -5.9% | -4.4% |
| 30D | -4.5% | +20.7% | -25.1% | -5.6% |
| 3M | -7.6% | +23.7% | -31.3% | -9.0% |
| 6M | -10.6% | +15.0% | -25.6% | -11.7% |
| YTD | -12.6% | -10.5% | -2.1% | -12.2% |
| 1Y | -27.0% | -30.3% | +3.3% | -25.5% |
| All | -39.6% | +62.5% | -102.1% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling