+82.9%
DGX vs FBTC
+62.5%
+20.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.3% | +1.5% | -1.9% | -0.3% |
| 30D | -1.2% | +20.7% | -21.9% | -1.4% |
| 3M | +19.9% | +23.7% | -3.8% | +19.6% |
| 6M | +19.2% | +15.0% | +4.2% | +19.0% |
| YTD | +37.5% | -10.5% | +48.0% | +38.3% |
| 1Y | +31.3% | -30.3% | +61.5% | +33.1% |
| All | +82.9% | +62.5% | +20.4% | +73.0% |
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 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