+5.3%
BDX vs FBTC
+65.3%
-60.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -2.5% | +2.9% | -5.4% | -2.6% |
| 30D | +8.3% | +23.0% | -14.8% | +7.5% |
| 3M | +24.4% | +25.6% | -1.2% | +23.3% |
| 6M | +9.2% | +9.0% | +0.2% | +8.8% |
| YTD | +22.7% | -8.9% | +31.7% | +23.1% |
| 1Y | +25.9% | -27.5% | +53.4% | +27.4% |
| All | +5.3% | +65.3% | -60.0% | +5.0% |
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 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