+18.6%
A vs FBTC
+65.3%
-46.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | -1.9% | +2.9% | -4.9% | -2.2% |
| 30D | +6.9% | +23.0% | -16.1% | +4.8% |
| 3M | +9.2% | +25.6% | -16.3% | +6.7% |
| 6M | +25.7% | +9.0% | +16.7% | +24.3% |
| YTD | +11.5% | -8.9% | +20.5% | +12.1% |
| 1Y | +18.4% | -27.5% | +45.9% | +21.7% |
| All | +18.6% | +65.3% | -46.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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