+59.6%
BHP vs FBTC
+65.3%
-5.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.4% |
| 30D | +3.4% | +23.0% | -19.7% | 0.0% |
| 3M | +4.1% | +25.6% | -21.5% | +0.4% |
| 6M | +20.6% | +9.0% | +11.6% | +18.5% |
| YTD | +56.1% | -8.9% | +65.0% | +55.9% |
| 1Y | +69.6% | -27.5% | +97.1% | +73.3% |
| All | +59.6% | +65.3% | -5.7% | +47.6% |
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