+64.5%
FBTC vs NWSA
+24.4%
+40.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.1% | -2.8% | -0.3% | -1.9% |
| 30D | +22.0% | +3.0% | +19.0% | +20.7% |
| 3M | +21.6% | +12.3% | +9.3% | +15.4% |
| 6M | +9.2% | +21.9% | -12.6% | -1.0% |
| YTD | -11.8% | +13.6% | -25.3% | -17.2% |
| 1Y | -32.7% | +0.5% | -33.2% | -32.4% |
| All | +64.5% | +24.4% | +40.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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