+66.3%
BTDR vs FBTC
+60.2%
+6.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.4% |
| 7D | -3.4% | -3.1% | -0.3% | +0.2% |
| 30D | +32.6% | +22.0% | +10.6% | +6.5% |
| 3M | -32.2% | +21.6% | -53.9% | -45.1% |
| 6M | +52.4% | +9.2% | +43.1% | +39.9% |
| YTD | +6.7% | -11.8% | +18.5% | +23.8% |
| 1Y | -15.2% | -32.7% | +17.5% | +35.1% |
| All | +66.3% | +60.2% | +6.2% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling