+45.9%
DD vs FBTC
+65.3%
-19.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -3.5% | +2.9% | -6.4% | -3.9% |
| 30D | -10.3% | +23.0% | -33.3% | -12.8% |
| 3M | -7.5% | +25.6% | -33.1% | -10.4% |
| 6M | -8.0% | +9.0% | -17.0% | -9.4% |
| YTD | +10.5% | -8.9% | +19.4% | +10.6% |
| 1Y | +38.3% | -27.5% | +65.8% | +41.9% |
| All | +45.9% | +65.3% | -19.4% | +35.3% |
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