+39.4%
EW vs FBTC
+54.8%
-15.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.6% |
| 7D | +12.3% | -2.4% | +14.6% | +12.4% |
| 30D | +22.9% | -9.1% | +32.0% | +23.6% |
| 3M | +16.7% | +15.0% | +1.7% | +15.5% |
| 6M | +31.0% | -6.9% | +37.8% | +31.3% |
| YTD | +22.8% | -14.7% | +37.5% | +23.4% |
| 1Y | +25.6% | -28.1% | +53.7% | +27.5% |
| All | +39.4% | +54.8% | -15.5% | +39.3% |
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