-2.9%
EIX vs FBTC
+54.5%
-57.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -2.5% | -6.8% | +4.2% | -2.2% |
| 30D | +7.7% | -9.9% | +17.6% | +8.2% |
| 3M | -12.9% | +17.5% | -30.3% | -13.7% |
| 6M | -12.7% | -9.1% | -3.6% | -12.2% |
| YTD | +5.5% | -14.9% | +20.3% | +6.2% |
| 1Y | +9.4% | -27.6% | +36.9% | +11.2% |
| All | -2.9% | +54.5% | -57.4% | -5.8% |
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