+65.2%
ESI vs FBTC
+62.5%
+2.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +5.4% | +1.5% | +3.8% | +5.0% |
| 30D | -4.2% | +20.7% | -24.9% | -8.1% |
| 3M | -9.6% | +23.7% | -33.3% | -13.8% |
| 6M | +18.3% | +15.0% | +3.3% | +14.6% |
| YTD | +45.8% | -10.5% | +56.3% | +47.2% |
| 1Y | +39.2% | -30.3% | +69.4% | +47.1% |
| All | +65.2% | +62.5% | +2.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling