+33.6%
ESI vs FBTC
-32.4%
+66.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.1% |
| 7D | -2.3% | -5.8% | +3.5% | -0.7% |
| 30D | -9.0% | +21.4% | -30.5% | -14.2% |
| 3M | -13.3% | +24.5% | -37.7% | -18.9% |
| 6M | +5.3% | +9.9% | -4.6% | +2.5% |
| YTD | +37.6% | -12.0% | +49.6% | +40.4% |
| 1Y | +33.6% | -32.3% | +65.9% | +53.5% |
| All | +33.6% | -32.4% | +66.0% | +53.5% |
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