-23.0%
FBTC vs ADVB
-96.8%
+73.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.6% | +20.1% | -3.2% |
| 7D | -9.2% | +27.8% | -36.9% | -9.6% |
| 30D | -15.8% | -50.8% | +35.0% | -15.1% |
| 3M | +8.7% | -70.5% | +79.2% | +10.1% |
| 6M | -13.6% | -46.7% | +33.1% | -15.7% |
| YTD | -21.5% | -56.7% | +35.2% | -23.8% |
| 1Y | -29.9% | -71.8% | +41.8% | -31.3% |
| All | -23.0% | -96.8% | +73.8% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling