-21.1%
BIDU vs FBTC
+62.5%
-83.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.2% | -6.7% |
| 7D | -2.4% | +1.5% | -4.0% | -2.7% |
| 30D | -15.6% | +20.7% | -36.3% | -18.3% |
| 3M | -22.3% | +23.7% | -45.9% | -25.2% |
| 6M | -22.3% | +15.0% | -37.3% | -24.4% |
| YTD | -29.2% | -10.5% | -18.7% | -28.6% |
| 1Y | -14.8% | -30.3% | +15.4% | -11.1% |
| All | -21.1% | +62.5% | -83.6% | -29.8% |
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