+66.4%
FBTC vs BBWI
-56.1%
+122.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.9% |
| 7D | +1.1% | -4.4% | +5.5% | +1.9% |
| 30D | +22.3% | -7.4% | +29.7% | +23.5% |
| 3M | +26.0% | -2.2% | +28.2% | +25.1% |
| 6M | +13.2% | -16.3% | +29.5% | +15.1% |
| YTD | -10.7% | -9.1% | -1.6% | -10.8% |
| 1Y | -30.0% | -34.5% | +4.6% | -25.4% |
| All | +66.4% | -56.1% | +122.6% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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