+37.3%
EQIX vs FBTC
+60.2%
-22.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -2.5% | +22.0% | -24.5% | -4.5% |
| 3M | 0.0% | +21.6% | -21.7% | -2.2% |
| 6M | +7.6% | +9.2% | -1.6% | +6.4% |
| YTD | +37.5% | -11.8% | +49.3% | +38.5% |
| 1Y | +32.9% | -32.7% | +65.6% | +37.6% |
| All | +37.3% | +60.2% | -22.9% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling