+64.3%
ESI vs FBTC
+65.3%
-1.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.5% | +3.5% |
| 7D | +3.3% | +2.9% | +0.4% | +2.7% |
| 30D | -5.9% | +23.0% | -28.9% | -10.1% |
| 3M | -14.1% | +25.6% | -39.7% | -18.4% |
| 6M | +6.6% | +9.0% | -2.4% | +4.3% |
| YTD | +45.0% | -8.9% | +54.0% | +45.9% |
| 1Y | +41.5% | -27.5% | +69.0% | +48.5% |
| All | +64.3% | +65.3% | -1.0% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling