+52.0%
ESI vs FBTC
+47.7%
+4.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.2% | -1.2% |
| 7D | +8.3% | -6.3% | +14.6% | +9.8% |
| 30D | -10.4% | -14.3% | +3.8% | -7.3% |
| 3M | -13.2% | +12.6% | -25.7% | -15.4% |
| 6M | -23.9% | -11.8% | -12.0% | -22.0% |
| YTD | +34.2% | -18.6% | +52.8% | +38.3% |
| 1Y | +22.2% | -29.9% | +52.1% | +29.5% |
| All | +52.0% | +47.7% | +4.3% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling