+194.2%
COMP vs FBTC
+56.9%
+137.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | +13.4% | -1.2% | +14.7% | +14.0% |
| 30D | +11.1% | -9.1% | +20.2% | +14.0% |
| 3M | -18.8% | +17.6% | -36.4% | -22.5% |
| 6M | +10.5% | -7.1% | +17.6% | +12.1% |
| YTD | -3.4% | -13.6% | +10.1% | -1.3% |
| 1Y | +19.7% | -25.1% | +44.8% | +26.6% |
| All | +194.2% | +56.9% | +137.3% | +128.7% |
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