-20.7%
FBTC vs ADVB
-76.7%
+55.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.4% | +2.9% |
| 7D | -1.8% | -29.5% | +27.8% | -1.4% |
| 30D | -6.6% | -66.9% | +60.2% | -5.7% |
| 3M | +24.5% | -73.7% | +98.2% | +25.8% |
| 6M | -0.2% | -64.8% | +64.6% | -2.5% |
| YTD | -8.7% | -64.0% | +55.3% | -12.3% |
| 1Y | -20.7% | -77.0% | +56.2% | -20.6% |
| All | -20.7% | -76.7% | +55.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling