+34.7%
EXC vs FBTC
+62.5%
-27.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | +1.2% | +1.5% | -0.3% | +1.2% |
| 30D | -2.7% | +20.7% | -23.4% | -2.7% |
| 3M | -1.0% | +23.7% | -24.6% | -0.9% |
| 6M | -9.3% | +15.0% | -24.3% | -9.2% |
| YTD | +3.6% | -10.5% | +14.1% | +3.9% |
| 1Y | +5.9% | -30.3% | +36.2% | +6.4% |
| All | +34.7% | +62.5% | -27.8% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling