+64.5%
FBTC vs BWA
+104.1%
-39.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +22.0% | -2.9% | +25.0% | +22.8% |
| 3M | +21.6% | -10.7% | +32.4% | +25.0% |
| 6M | +9.2% | +26.5% | -17.2% | +1.5% |
| YTD | -11.8% | +49.1% | -60.9% | -24.7% |
| 1Y | -32.7% | +52.1% | -84.7% | -43.2% |
| All | +64.5% | +104.1% | -39.6% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling