-29.9%
FBTC vs BWA
+12.4%
-42.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -6.3% | +7.3% | -13.5% | -7.1% |
| 30D | -14.3% | -15.8% | +1.6% | -12.7% |
| 3M | +12.6% | -25.7% | +38.3% | +15.9% |
| 6M | -11.8% | -19.6% | +7.8% | -9.7% |
| YTD | -18.6% | +14.1% | -32.7% | -21.7% |
| 1Y | -29.9% | +12.2% | -42.1% | -32.4% |
| All | -29.9% | +12.4% | -42.4% | -32.4% |
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