-35.2%
DOW vs FBTC
+59.7%
-94.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | -2.4% | -5.8% | +3.5% | -1.7% |
| 30D | -4.1% | +21.4% | -25.5% | -6.4% |
| 3M | -12.4% | +24.5% | -36.9% | -15.0% |
| 6M | -10.6% | +9.9% | -20.5% | -12.2% |
| YTD | +31.1% | -12.0% | +43.1% | +32.7% |
| 1Y | +30.5% | -32.3% | +62.9% | +37.1% |
| All | -35.2% | +59.7% | -94.9% | -36.2% |
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