-28.0%
CMCSA vs FBTC
+65.3%
-93.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | +7.0% | +23.0% | -16.0% | +5.4% |
| 3M | +15.1% | +25.6% | -10.5% | +13.0% |
| 6M | -15.4% | +9.0% | -24.4% | -16.0% |
| YTD | -1.9% | -8.9% | +7.0% | -1.4% |
| 1Y | -12.7% | -27.5% | +14.8% | -10.3% |
| All | -28.0% | +65.3% | -93.3% | -32.2% |
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