+16.4%
FANG vs FBTC
+8.6%
+7.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.2% |
| 7D | +1.2% | -5.8% | +7.0% | +0.7% |
| 30D | +2.4% | +21.4% | -19.0% | +4.6% |
| 3M | +5.1% | +24.5% | -19.4% | +7.7% |
| 6M | +16.4% | +9.9% | +6.5% | +17.7% |
| All | +16.4% | +8.6% | +7.9% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling