+41.2%
DD vs FBTC
+59.7%
-18.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -2.9% | -5.8% | +2.9% | -2.2% |
| 30D | -11.5% | +21.4% | -32.9% | -13.8% |
| 3M | -5.4% | +24.5% | -29.9% | -8.2% |
| 6M | -6.9% | +9.9% | -16.8% | -8.3% |
| YTD | +6.9% | -12.0% | +18.9% | +7.5% |
| 1Y | +35.6% | -32.3% | +68.0% | +40.4% |
| All | +41.2% | +59.7% | -18.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling