-20.3%
DT vs FBTC
+47.7%
-68.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.1% |
| 7D | +2.7% | -6.3% | +9.0% | +3.6% |
| 30D | -30.4% | -14.3% | -16.1% | -28.9% |
| 3M | -9.4% | +12.6% | -22.0% | -10.8% |
| 6M | +14.5% | -11.8% | +26.4% | +16.1% |
| YTD | +3.6% | -18.6% | +22.2% | +5.5% |
| 1Y | -3.4% | -29.9% | +26.5% | -0.1% |
| All | -20.3% | +47.7% | -68.0% | -16.8% |
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 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