+25.2%
ADP vs FBTC
+65.3%
-40.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.0% |
| 7D | -3.4% | +2.9% | -6.4% | -3.5% |
| 30D | +2.8% | +23.0% | -20.2% | +2.1% |
| 3M | +20.9% | +25.6% | -4.7% | +19.9% |
| 6M | +29.9% | +9.0% | +20.9% | +29.3% |
| YTD | +9.6% | -8.9% | +18.6% | +9.9% |
| 1Y | -5.3% | -27.5% | +22.3% | -4.0% |
| All | +25.2% | +65.3% | -40.1% | +26.9% |
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