-10.8%
DT vs FBTC
+62.5%
-73.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.0% |
| 30D | +2.7% | +20.7% | -18.0% | +0.2% |
| 3M | +20.0% | +23.7% | -3.7% | +16.6% |
| 6M | +28.0% | +15.0% | +13.0% | +25.2% |
| YTD | +16.0% | -10.5% | +26.5% | +16.7% |
| 1Y | +0.7% | -30.3% | +31.0% | +4.0% |
| All | -10.8% | +62.5% | -73.2% | -8.0% |
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 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