-9.4%
DT vs FBTC
+60.2%
-69.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | +3.0% | +22.0% | -19.0% | +0.4% |
| 3M | +26.5% | +21.6% | +4.9% | +23.2% |
| 6M | +35.9% | +9.2% | +26.7% | +33.8% |
| YTD | +17.8% | -11.8% | +29.6% | +18.7% |
| 1Y | +4.1% | -32.7% | +36.7% | +7.9% |
| All | -9.4% | +60.2% | -69.5% | -6.4% |
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 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