+46.4%
FBTC vs ALLY
+24.6%
+21.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | -9.2% | +0.4% | -9.5% | -9.3% |
| 30D | -15.8% | +5.2% | -21.0% | -17.5% |
| 3M | +8.7% | -13.3% | +22.0% | +14.9% |
| 6M | -13.6% | -6.7% | -7.0% | -11.7% |
| YTD | -21.5% | -12.8% | -8.6% | -17.7% |
| 1Y | -29.9% | +0.7% | -30.6% | -31.0% |
| All | +46.4% | +24.6% | +21.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling