-1.1%
ALB vs FBTC
+59.7%
-60.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -7.6% | -5.8% | -1.8% | -6.0% |
| 30D | -5.6% | +21.4% | -27.0% | -11.0% |
| 3M | -16.8% | +24.5% | -41.3% | -22.3% |
| 6M | -26.3% | +9.9% | -36.2% | -29.0% |
| YTD | -13.2% | -12.0% | -1.2% | -11.6% |
| 1Y | +68.8% | -32.3% | +101.1% | +85.1% |
| All | -1.1% | +59.7% | -60.8% | -20.3% |
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