+19.6%
ADP vs FBTC
+62.0%
-42.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -5.7% | +1.1% | -6.8% | -5.7% |
| 30D | -3.1% | +22.3% | -25.4% | -3.7% |
| 3M | +15.6% | +26.0% | -10.4% | +14.6% |
| 6M | +20.8% | +13.2% | +7.6% | +20.0% |
| YTD | +4.7% | -10.7% | +15.5% | +5.1% |
| 1Y | -8.3% | -30.0% | +21.7% | -7.0% |
| All | +19.6% | +62.0% | -42.4% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling