+54.3%
CME vs FBTC
+62.0%
-7.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | +1.1% | -1.8% | -0.6% |
| 30D | +4.7% | +22.3% | -17.6% | +4.8% |
| 3M | +7.8% | +26.0% | -18.1% | +8.0% |
| 6M | -11.0% | +13.2% | -24.1% | -10.9% |
| YTD | +4.0% | -10.7% | +14.8% | +4.2% |
| 1Y | +9.1% | -30.0% | +39.1% | +9.1% |
| All | +54.3% | +62.0% | -7.8% | +50.6% |
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 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