-27.8%
DOW vs FBTC
+42.6%
-70.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | +5.2% | -9.2% | +14.4% | +6.2% |
| 30D | +13.2% | -15.8% | +29.0% | +15.0% |
| 3M | +10.1% | +8.7% | +1.4% | +8.3% |
| 6M | -13.1% | -13.6% | +0.6% | -12.2% |
| YTD | +46.1% | -21.5% | +67.6% | +49.1% |
| 1Y | +50.0% | -29.9% | +80.0% | +55.5% |
| All | -27.8% | +42.6% | -70.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling