+71.5%
BTDR vs FBTC
+62.0%
+9.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | +14.8% | +1.1% | +13.7% | +13.4% |
| 30D | +41.8% | +22.3% | +19.5% | +13.5% |
| 3M | -29.2% | +26.0% | -55.2% | -44.8% |
| 6M | +66.2% | +13.2% | +53.0% | +46.5% |
| YTD | +10.0% | -10.7% | +20.7% | +25.8% |
| 1Y | -11.0% | -30.0% | +19.0% | +35.3% |
| All | +71.5% | +62.0% | +9.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling