+54.2%
BROS vs FBTC
+59.7%
-5.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.0% |
| 7D | -6.1% | -5.8% | -0.2% | -4.7% |
| 30D | -12.4% | +21.4% | -33.8% | -16.6% |
| 3M | -27.9% | +24.5% | -52.4% | -32.0% |
| 6M | -16.8% | +9.9% | -26.7% | -19.0% |
| YTD | -29.0% | -12.0% | -17.0% | -28.1% |
| 1Y | -33.2% | -32.3% | -0.9% | -28.4% |
| All | +54.2% | +59.7% | -5.5% | +33.2% |
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