+40.5%
CSCO vs FBTC
-32.1%
+72.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.9% |
| 7D | +6.6% | -6.3% | +12.8% | +7.5% |
| 30D | -11.3% | -14.3% | +2.9% | -9.4% |
| 3M | -17.3% | +12.6% | -29.9% | -18.4% |
| 6M | +3.5% | -11.8% | +15.4% | +5.5% |
| YTD | +34.9% | -18.6% | +53.5% | +34.8% |
| 1Y | +40.5% | -29.9% | +70.4% | +41.4% |
| All | +40.5% | -32.1% | +72.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling