+37.2%
COST vs FBTC
+62.5%
-25.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.2% |
| 30D | -4.0% | +20.7% | -24.7% | -4.8% |
| 3M | -6.5% | +23.7% | -30.1% | -7.4% |
| 6M | -8.5% | +15.0% | -23.6% | -9.3% |
| YTD | +6.0% | -10.5% | +16.5% | +6.5% |
| 1Y | -5.8% | -30.3% | +24.5% | -3.9% |
| All | +37.2% | +62.5% | -25.2% | +30.0% |
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