-29.2%
EFX vs FBTC
+59.7%
-88.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -11.1% | -5.8% | -5.3% | -10.6% |
| 30D | -7.4% | +21.4% | -28.8% | -9.0% |
| 3M | +1.5% | +24.5% | -23.0% | -0.5% |
| 6M | -13.7% | +9.9% | -23.6% | -14.7% |
| YTD | -21.9% | -12.0% | -9.8% | -21.2% |
| 1Y | -30.8% | -32.3% | +1.6% | -28.4% |
| All | -29.2% | +59.7% | -88.9% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling