+37.1%
ADP vs FBTC
+54.8%
-17.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +11.5% | -9.1% | +20.6% | +11.8% |
| 3M | +12.0% | +15.0% | -3.0% | +11.4% |
| 6M | +43.8% | -6.9% | +50.7% | +44.1% |
| YTD | +20.1% | -14.7% | +34.8% | +20.5% |
| 1Y | +22.3% | -28.1% | +50.4% | +23.8% |
| All | +37.1% | +54.8% | -17.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling