+22.0%
COIN vs FBTC
+59.7%
-37.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | +0.3% |
| 7D | -10.6% | -5.8% | -4.8% | -4.1% |
| 30D | +16.0% | +21.4% | -5.5% | -6.4% |
| 3M | +11.9% | +24.5% | -12.6% | -11.5% |
| 6M | -12.3% | +9.9% | -22.2% | -19.5% |
| YTD | -23.8% | -12.0% | -11.8% | -9.4% |
| 1Y | -45.4% | -32.3% | -13.0% | -12.7% |
| All | +22.0% | +59.7% | -37.7% | -29.1% |
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 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