-31.1%
ELF vs FBTC
+65.3%
-96.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.7% |
| 7D | +5.4% | +2.9% | +2.4% | +4.6% |
| 30D | +27.0% | +23.0% | +4.0% | +20.7% |
| 3M | +113.2% | +25.6% | +87.6% | +101.4% |
| 6M | +36.6% | +9.0% | +27.6% | +32.9% |
| YTD | +44.2% | -8.9% | +53.2% | +44.8% |
| 1Y | -18.0% | -27.5% | +9.6% | -13.4% |
| All | -31.1% | +65.3% | -96.4% | -39.6% |
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