+130.8%
CSCO vs FBTC
+62.5%
+68.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.5% | +1.5% | -2.1% | -0.7% |
| 30D | -10.1% | +20.7% | -30.8% | -12.0% |
| 3M | -11.7% | +23.7% | -35.4% | -13.9% |
| 6M | +40.1% | +15.0% | +25.1% | +37.6% |
| YTD | +43.8% | -10.5% | +54.3% | +44.1% |
| 1Y | +66.6% | -30.3% | +96.9% | +70.6% |
| All | +130.8% | +62.5% | +68.3% | +118.2% |
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