+51.8%
BP vs FBTC
+54.5%
-2.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -0.8% | -6.8% | +6.0% | -0.5% |
| 30D | -3.1% | -9.9% | +6.7% | -2.7% |
| 3M | +6.2% | +17.5% | -11.3% | +5.0% |
| 6M | +4.8% | -9.1% | +13.9% | +5.0% |
| YTD | +35.2% | -14.9% | +50.0% | +35.7% |
| 1Y | +27.4% | -27.6% | +55.0% | +29.1% |
| All | +51.8% | +54.5% | -2.7% | +46.3% |
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