-60.7%
BLDR vs FBTC
+65.3%
-126.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.0% |
| 7D | -2.8% | +2.9% | -5.8% | -3.4% |
| 30D | -13.3% | +23.0% | -36.3% | -16.5% |
| 3M | -12.3% | +25.6% | -37.8% | -16.1% |
| 6M | -31.5% | +9.0% | -40.5% | -32.8% |
| YTD | -36.1% | -8.9% | -27.1% | -35.4% |
| 1Y | -54.1% | -27.5% | -26.5% | -51.5% |
| All | -60.7% | +65.3% | -126.0% | -65.6% |
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