+66.9%
FBTC vs ALLY
+36.2%
+30.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.4% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +20.7% | -3.3% | +24.0% | +22.2% |
| 3M | +23.7% | +0.5% | +23.2% | +23.1% |
| 6M | +15.0% | +12.6% | +2.4% | +8.4% |
| YTD | -10.5% | -4.7% | -5.8% | -9.4% |
| 1Y | -30.3% | +5.2% | -35.5% | -32.5% |
| All | +66.9% | +36.2% | +30.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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