-31.0%
BAX vs FBTC
+54.5%
-85.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -0.6% | -6.8% | +6.2% | -0.2% |
| 30D | +6.3% | -9.9% | +16.2% | +6.9% |
| 3M | -4.6% | +17.5% | -22.0% | -5.4% |
| 6M | +50.4% | -9.1% | +59.5% | +51.1% |
| YTD | +38.0% | -14.9% | +52.9% | +38.5% |
| 1Y | +44.6% | -27.6% | +72.2% | +46.4% |
| All | -31.0% | +54.5% | -85.5% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling