+18.4%
EFX vs FBTC
-14.2%
+32.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.8% |
| 7D | -0.8% | -9.2% | +8.4% | -0.7% |
| 30D | +25.1% | -15.8% | +40.9% | +25.2% |
| 3M | +1.7% | +8.7% | -7.0% | +2.5% |
| 6M | +18.4% | -13.6% | +32.0% | +8.4% |
| All | +18.4% | -14.2% | +32.6% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling