+79.0%
DE vs FBTC
+42.6%
+36.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +0.3% | -9.2% | +9.4% | +1.1% |
| 30D | +3.6% | -15.8% | +19.3% | +5.1% |
| 3M | +10.2% | +8.7% | +1.6% | +9.3% |
| 6M | +16.6% | -13.6% | +30.2% | +17.9% |
| YTD | +45.8% | -21.5% | +67.3% | +48.3% |
| 1Y | +43.9% | -29.9% | +73.8% | +48.1% |
| All | +79.0% | +42.6% | +36.5% | +69.7% |
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