-20.7%
FBTC vs BNS
+52.0%
-72.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.1% | +1.3% |
| 7D | -1.8% | +2.0% | -3.8% | -2.7% |
| 30D | -6.6% | +7.8% | -14.4% | -10.0% |
| 3M | +24.5% | +11.7% | +12.9% | +17.5% |
| 6M | -0.2% | +28.2% | -28.4% | -15.5% |
| YTD | -8.7% | +34.8% | -43.5% | -26.9% |
| 1Y | -20.7% | +51.1% | -71.8% | -47.0% |
| All | -20.7% | +52.0% | -72.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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