-38.0%
DXCM vs FBTC
+52.5%
-90.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -3.7% | -5.4% | +1.7% | -3.2% |
| 30D | -5.0% | -10.5% | +5.5% | -4.1% |
| 3M | -8.8% | +15.1% | -23.9% | -10.0% |
| 6M | +31.9% | -8.3% | +40.1% | +32.6% |
| YTD | +20.4% | -16.0% | +36.4% | +21.2% |
| 1Y | +45.7% | -30.7% | +76.4% | +48.7% |
| All | -38.0% | +52.5% | -90.5% | -38.4% |
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