+187.9%
COMP vs FBTC
+52.5%
+135.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.0% |
| 7D | +7.2% | -5.4% | +12.6% | +8.9% |
| 30D | +6.4% | -10.5% | +16.9% | +9.6% |
| 3M | -19.4% | +15.1% | -34.5% | -22.7% |
| 6M | +14.6% | -8.3% | +22.8% | +16.6% |
| YTD | -5.5% | -16.0% | +10.5% | -2.7% |
| 1Y | +13.7% | -30.7% | +44.4% | +22.8% |
| All | +187.9% | +52.5% | +135.4% | +125.5% |
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