+41.8%
DD vs FBTC
+62.0%
-20.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | -9.2% | +22.3% | -31.5% | -11.7% |
| 3M | -9.0% | +26.0% | -35.0% | -11.8% |
| 6M | -5.0% | +13.2% | -18.1% | -6.7% |
| YTD | +7.4% | -10.7% | +18.1% | +7.8% |
| 1Y | +35.1% | -30.0% | +65.1% | +39.2% |
| All | +41.8% | +62.0% | -20.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling