+64.5%
FBTC vs BB
+125.6%
-61.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +22.0% | -12.5% | +34.6% | +24.4% |
| 3M | +21.6% | -17.4% | +39.1% | +23.7% |
| 6M | +9.2% | +119.1% | -109.9% | -10.4% |
| YTD | -11.8% | +102.4% | -114.2% | -26.4% |
| 1Y | -32.7% | +98.2% | -130.9% | -43.9% |
| All | +64.5% | +125.6% | -61.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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