-20.2%
FBTC vs ADVB
-95.9%
+75.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +42.7% | -47.1% | -4.9% |
| 7D | -6.3% | +74.2% | -80.5% | -7.0% |
| 30D | -14.3% | -35.9% | +21.6% | -13.9% |
| 3M | +12.6% | -56.4% | +69.0% | +13.4% |
| 6M | -11.8% | -36.7% | +24.9% | -13.9% |
| YTD | -18.6% | -43.3% | +24.7% | -21.3% |
| 1Y | -29.9% | -63.4% | +33.5% | -31.5% |
| All | -20.2% | -95.9% | +75.6% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling