+17.1%
COMP vs FBTC
-8.1%
+25.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | +2.2% | -6.8% | +9.0% | +3.6% |
| 30D | +16.3% | -9.9% | +26.2% | +18.2% |
| 3M | -19.1% | +17.5% | -36.6% | -19.9% |
| 6M | +17.1% | -9.1% | +26.2% | +12.3% |
| All | +17.1% | -8.1% | +25.2% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling