+66.4%
FBTC vs RBA
+26.4%
+40.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | +22.3% | -13.0% | +35.2% | +28.2% |
| 3M | +26.0% | -23.1% | +49.1% | +36.1% |
| 6M | +13.2% | -22.6% | +35.7% | +21.5% |
| YTD | -10.7% | -20.4% | +9.6% | -5.9% |
| 1Y | -30.0% | -29.6% | -0.4% | -21.7% |
| All | +66.4% | +26.4% | +40.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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