+69.8%
FBTC vs RBA
+29.8%
+40.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +2.9% | -2.9% | +5.8% | +4.0% |
| 30D | +23.0% | -12.3% | +35.3% | +28.7% |
| 3M | +25.6% | -20.5% | +46.1% | +34.0% |
| 6M | +9.0% | -18.5% | +27.5% | +14.6% |
| YTD | -8.9% | -18.2% | +9.3% | -4.9% |
| 1Y | -27.5% | -27.5% | 0.0% | -19.9% |
| All | +69.8% | +29.8% | +40.0% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling