-29.9%
FBTC vs BBWI
+1.2%
-31.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -4.1% |
| 7D | -6.3% | -4.5% | -1.7% | -5.8% |
| 30D | -14.3% | +17.1% | -31.4% | -15.8% |
| 3M | +12.6% | +17.5% | -4.9% | +10.1% |
| 6M | -11.8% | +12.8% | -24.7% | -14.1% |
| YTD | -18.6% | +8.2% | -26.8% | -19.5% |
| 1Y | -29.9% | -1.8% | -28.1% | -30.4% |
| All | -29.9% | +1.2% | -31.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling