+0.8%
CI vs FBTC
+56.9%
-56.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -1.6% | -1.2% | -0.3% | -1.5% |
| 30D | +5.4% | -9.1% | +14.5% | +5.4% |
| 3M | +7.3% | +17.6% | -10.3% | +7.2% |
| 6M | +5.3% | -7.1% | +12.4% | +5.4% |
| YTD | +8.5% | -13.6% | +22.0% | +8.5% |
| 1Y | +17.1% | -25.1% | +42.2% | +17.3% |
| All | +0.8% | +56.9% | -56.2% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling