+59.1%
FBTC vs RBA
+48.8%
+10.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.1% |
| 7D | -2.4% | +2.5% | -4.9% | -3.1% |
| 30D | -9.1% | +11.6% | -20.7% | -12.4% |
| 3M | +15.0% | +1.5% | +13.5% | +14.3% |
| 6M | -6.9% | -6.6% | -0.2% | -6.4% |
| YTD | -14.7% | -6.3% | -8.4% | -15.1% |
| 1Y | -28.1% | -4.0% | -24.2% | -29.3% |
| All | +59.1% | +48.8% | +10.2% | +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 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