+176.3%
B vs FBTC
+62.0%
+114.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +9.5% | +22.3% | -12.8% | +6.2% |
| 3M | +14.3% | +26.0% | -11.6% | +10.5% |
| 6M | -1.9% | +13.2% | -15.0% | -3.8% |
| YTD | +4.1% | -10.7% | +14.8% | +3.9% |
| 1Y | +56.1% | -30.0% | +86.1% | +58.3% |
| All | +176.3% | +62.0% | +114.2% | +165.5% |
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 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