-99.9%
DFNS vs FBTC
+42.6%
-142.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -3.5% |
| 7D | -6.0% | -9.2% | +3.2% | -0.1% |
| 30D | -71.2% | -15.8% | -55.4% | -68.0% |
| 3M | -94.5% | +8.7% | -103.2% | -94.9% |
| 6M | -96.5% | -13.6% | -82.9% | -96.2% |
| YTD | -99.6% | -21.5% | -78.2% | -99.6% |
| 1Y | -99.7% | -29.9% | -69.8% | -99.6% |
| All | -99.9% | +42.6% | -142.5% | -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