+234.0%
AVGO vs FBTC
+65.3%
+168.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.9% |
| 7D | -3.0% | +2.9% | -5.9% | -3.8% |
| 30D | -14.4% | +23.0% | -37.5% | -19.5% |
| 3M | -14.4% | +25.6% | -40.0% | -20.0% |
| 6M | +13.1% | +9.0% | +4.1% | +9.8% |
| YTD | +3.8% | -8.9% | +12.7% | +4.8% |
| 1Y | +17.8% | -27.5% | +45.3% | +25.7% |
| All | +234.0% | +65.3% | +168.7% | +219.5% |
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 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