+40.3%
BHP vs FBTC
+42.6%
-2.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.7% |
| 7D | -0.5% | -9.2% | +8.7% | +1.0% |
| 30D | -4.5% | -15.8% | +11.3% | -1.9% |
| 3M | -6.9% | +8.7% | -15.5% | -8.2% |
| 6M | -10.6% | -13.6% | +3.1% | -9.1% |
| YTD | +37.2% | -21.5% | +58.7% | +40.2% |
| 1Y | +48.0% | -29.9% | +78.0% | +53.1% |
| All | +40.3% | +42.6% | -2.3% | +32.7% |
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