-99.9%
DFNS vs FBTC
+54.8%
-154.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.2% |
| 7D | -42.8% | -2.4% | -40.4% | -41.9% |
| 30D | -67.6% | -9.1% | -58.4% | -65.7% |
| 3M | -94.9% | +15.0% | -109.9% | -95.4% |
| 6M | -96.7% | -6.9% | -89.9% | -96.6% |
| YTD | -99.6% | -14.7% | -84.9% | -99.6% |
| 1Y | -99.7% | -28.1% | -71.6% | -99.7% |
| All | -99.9% | +54.8% | -154.8% | -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 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