+66.9%
FBTC vs BBWI
-53.2%
+120.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.2% |
| 7D | +1.5% | +1.6% | 0.0% | +1.3% |
| 30D | +20.7% | -6.2% | +26.9% | +21.7% |
| 3M | +23.7% | +4.3% | +19.3% | +21.4% |
| 6M | +15.0% | -7.2% | +22.2% | +14.7% |
| YTD | -10.5% | -3.0% | -7.5% | -11.6% |
| 1Y | -30.3% | -30.8% | +0.5% | -26.4% |
| All | +66.9% | -53.2% | +120.1% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling