+58.1%
ECL vs FBTC
+47.7%
+10.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.9% |
| 7D | -0.5% | -6.3% | +5.8% | -0.2% |
| 30D | +6.6% | -14.3% | +20.8% | +7.2% |
| 3M | +9.6% | +12.6% | -2.9% | +9.0% |
| 6M | +21.6% | -11.8% | +33.4% | +22.1% |
| YTD | +16.9% | -18.6% | +35.5% | +17.6% |
| 1Y | +17.9% | -29.9% | +47.8% | +19.3% |
| All | +58.1% | +47.7% | +10.4% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling