-7.3%
BRO vs FBTC
+60.2%
-67.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -3.1% | -4.2% | -7.3% |
| 30D | -6.9% | +22.0% | -28.9% | -6.8% |
| 3M | +10.7% | +21.6% | -11.0% | +10.6% |
| 6M | -2.7% | +9.2% | -11.9% | -2.7% |
| YTD | -16.3% | -11.8% | -4.5% | -16.0% |
| 1Y | -29.1% | -32.7% | +3.6% | -28.4% |
| All | -7.3% | +60.2% | -67.5% | -6.4% |
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 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