-99.5%
DFNS vs FBTC
+62.5%
-162.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | +0.8% | +1.5% | -0.8% | 0.0% |
| 30D | -73.2% | +20.7% | -93.9% | -76.6% |
| 3M | -72.4% | +23.7% | -96.1% | -75.3% |
| 6M | -95.2% | +15.0% | -110.2% | -95.5% |
| YTD | -98.0% | -10.5% | -87.5% | -97.9% |
| 1Y | -98.3% | -30.3% | -68.0% | -97.9% |
| All | -99.5% | +62.5% | -162.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling