+24.9%
ESI vs FBTC
-23.0%
+47.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.4% |
| 7D | -6.6% | -1.8% | -4.8% | -6.1% |
| 30D | -10.9% | -6.6% | -4.3% | -9.3% |
| 3M | -13.8% | +24.5% | -38.4% | -18.9% |
| 6M | -21.5% | -0.2% | -21.4% | -21.1% |
| YTD | +34.7% | -8.7% | +43.4% | +34.4% |
| 1Y | +24.9% | -20.7% | +45.6% | +29.6% |
| All | +24.9% | -23.0% | +47.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling