+66.9%
FBTC vs BNS
+118.8%
-51.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | +1.5% | +1.8% | -0.3% | +0.4% |
| 30D | +20.7% | +4.5% | +16.2% | +16.5% |
| 3M | +23.7% | +15.8% | +7.9% | +9.5% |
| 6M | +15.0% | +31.5% | -16.5% | -9.0% |
| YTD | -10.5% | +28.6% | -39.1% | -27.9% |
| 1Y | -30.3% | +48.2% | -78.4% | -50.3% |
| All | +66.9% | +118.8% | -51.9% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling