-25.4%
EFX vs FBTC
+65.3%
-90.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.8% | -6.1% |
| 7D | -8.6% | +2.9% | -11.6% | -8.9% |
| 30D | +0.1% | +23.0% | -22.9% | -1.7% |
| 3M | +3.8% | +25.6% | -21.7% | +1.6% |
| 6M | -13.5% | +9.0% | -22.5% | -14.5% |
| YTD | -17.7% | -8.9% | -8.7% | -17.3% |
| 1Y | -25.6% | -27.5% | +2.0% | -23.5% |
| All | -25.4% | +65.3% | -90.7% | -29.9% |
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