-27.6%
FBTC vs ADVB
-73.0%
+45.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | +1.1% |
| 7D | -6.8% | +10.5% | -17.3% | -6.9% |
| 30D | -9.9% | -56.0% | +46.1% | -9.1% |
| 3M | +17.5% | -70.1% | +87.6% | +18.7% |
| 6M | -9.1% | -53.7% | +44.6% | -12.0% |
| YTD | -14.9% | -60.3% | +45.4% | -18.5% |
| 1Y | -27.6% | -73.1% | +45.6% | -26.2% |
| All | -27.6% | -73.0% | +45.4% | -26.2% |
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