+80.2%
AXP vs FBTC
+52.5%
+27.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -0.6% | -5.4% | +4.7% | +0.3% |
| 30D | +5.0% | -10.5% | +15.4% | +6.9% |
| 3M | -4.2% | +15.1% | -19.3% | -6.9% |
| 6M | +2.9% | -8.3% | +11.2% | +3.9% |
| YTD | -11.6% | -16.0% | +4.4% | -10.0% |
| 1Y | -11.1% | -30.7% | +19.6% | -6.6% |
| All | +80.2% | +52.5% | +27.7% | +56.1% |
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