-20.7%
FBTC vs BWA
+17.4%
-38.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.1% |
| 7D | -1.8% | -9.9% | +8.1% | -0.6% |
| 30D | -6.6% | -16.4% | +9.7% | -4.9% |
| 3M | +24.5% | -19.8% | +44.4% | +27.0% |
| 6M | -0.2% | -10.0% | +9.8% | +1.5% |
| YTD | -8.7% | +12.7% | -21.4% | -12.2% |
| 1Y | -20.7% | +15.7% | -36.4% | -24.0% |
| All | -20.7% | +17.4% | -38.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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