-30.7%
FBTC vs RBA
-3.8%
-26.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.4% | +3.2% | -8.6% | -5.7% |
| 30D | -10.5% | +12.0% | -22.5% | -11.7% |
| 3M | +15.1% | +2.9% | +12.2% | +15.0% |
| 6M | -8.3% | -6.3% | -2.0% | -8.9% |
| YTD | -16.0% | -5.9% | -10.1% | -15.8% |
| 1Y | -30.7% | -3.9% | -26.8% | -30.4% |
| All | -30.7% | -3.8% | -26.9% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling