+49.5%
AGNC vs FBTC
+60.2%
-10.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | -5.7% | +22.0% | -27.7% | -7.5% |
| 3M | +1.9% | +21.6% | -19.8% | -0.1% |
| 6M | +1.8% | +9.2% | -7.4% | +0.7% |
| YTD | +3.4% | -11.8% | +15.2% | +4.0% |
| 1Y | +13.6% | -32.7% | +46.3% | +16.7% |
| All | +49.5% | +60.2% | -10.6% | +41.6% |
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