+71.5%
AMZN vs FBTC
+54.5%
+17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | +0.1% | -6.8% | +6.8% | +1.3% |
| 30D | +2.6% | -9.9% | +12.4% | +4.5% |
| 3M | -2.2% | +17.5% | -19.7% | -5.1% |
| 6M | -1.0% | -9.1% | +8.0% | +0.2% |
| YTD | +15.3% | -14.9% | +30.2% | +17.4% |
| 1Y | +6.9% | -27.6% | +34.4% | +11.8% |
| All | +71.5% | +54.5% | +17.0% | +61.5% |
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