+66.4%
FBTC vs BWA
+99.9%
-33.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +22.3% | -5.6% | +27.8% | +23.9% |
| 3M | +26.0% | -10.7% | +36.7% | +29.4% |
| 6M | +13.2% | +23.2% | -10.0% | +5.9% |
| YTD | -10.7% | +46.0% | -56.7% | -23.4% |
| 1Y | -30.0% | +51.2% | -81.1% | -41.0% |
| All | +66.4% | +99.9% | -33.4% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling