-32.4%
BAX vs FBTC
+42.6%
-74.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | +0.1% | -9.2% | +9.2% | +0.6% |
| 30D | +4.1% | -15.8% | +19.9% | +5.1% |
| 3M | -4.5% | +8.7% | -13.2% | -5.0% |
| 6M | +49.2% | -13.6% | +62.9% | +50.4% |
| YTD | +35.2% | -21.5% | +56.7% | +36.4% |
| 1Y | +38.3% | -29.9% | +68.2% | +40.3% |
| All | -32.4% | +42.6% | -74.9% | -32.6% |
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