+1.1%
BDX vs FBTC
+59.7%
-58.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.8% |
| 7D | -5.4% | -5.8% | +0.4% | -5.2% |
| 30D | -2.2% | +21.4% | -23.6% | -2.8% |
| 3M | +20.1% | +24.5% | -4.4% | +19.1% |
| 6M | +9.1% | +9.9% | -0.8% | +8.6% |
| YTD | +17.9% | -12.0% | +29.9% | +18.4% |
| 1Y | +22.1% | -32.3% | +54.4% | +23.9% |
| All | +1.1% | +59.7% | -58.6% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling