-99.9%
DFNS vs FBTC
+54.5%
-154.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +12.0% |
| 7D | -13.0% | -6.8% | -6.2% | -8.9% |
| 30D | -56.9% | -9.9% | -47.0% | -54.2% |
| 3M | -93.2% | +17.5% | -110.7% | -94.0% |
| 6M | -95.4% | -9.1% | -86.4% | -95.2% |
| YTD | -99.5% | -14.9% | -84.6% | -99.5% |
| 1Y | -99.6% | -27.6% | -72.1% | -99.6% |
| All | -99.9% | +54.5% | -154.4% | -100.0% |
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