+66.2%
FAST vs FBTC
+65.3%
+0.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | -0.8% | +23.0% | -23.8% | -2.5% |
| 3M | +5.8% | +25.6% | -19.8% | +3.6% |
| 6M | +8.0% | +9.0% | -1.0% | +7.0% |
| YTD | +25.6% | -8.9% | +34.6% | +26.4% |
| 1Y | +0.8% | -27.5% | +28.3% | +3.6% |
| All | +66.2% | +65.3% | +0.9% | +63.6% |
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