+83.9%
DE vs FBTC
+65.3%
+18.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +10.0% | +2.9% | +7.1% | +9.7% |
| 30D | +13.3% | +23.0% | -9.7% | +11.2% |
| 3M | +17.5% | +25.6% | -8.1% | +15.0% |
| 6M | +13.6% | +9.0% | +4.6% | +12.4% |
| YTD | +49.8% | -8.9% | +58.7% | +50.5% |
| 1Y | +47.9% | -27.5% | +75.4% | +52.1% |
| All | +83.9% | +65.3% | +18.6% | +72.3% |
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