+24.6%
BKNG vs FBTC
+62.0%
-37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -13.1% | +1.1% | -14.2% | -13.2% |
| 30D | -18.5% | +22.3% | -40.8% | -20.7% |
| 3M | +5.8% | +26.0% | -20.2% | +2.4% |
| 6M | -2.1% | +13.2% | -15.3% | -4.1% |
| YTD | -18.6% | -10.7% | -7.9% | -18.2% |
| 1Y | -21.7% | -30.0% | +8.3% | -18.8% |
| All | +24.6% | +62.0% | -37.4% | +10.2% |
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