+79.2%
DE vs FBTC
+60.2%
+19.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | +9.0% | +22.0% | -13.0% | +7.1% |
| 3M | +19.1% | +21.6% | -2.5% | +17.0% |
| 6M | +14.4% | +9.2% | +5.2% | +13.2% |
| YTD | +45.9% | -11.8% | +57.7% | +47.1% |
| 1Y | +43.6% | -32.7% | +76.3% | +49.0% |
| All | +79.2% | +60.2% | +19.0% | +68.3% |
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 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