+61.2%
FBTC vs ALLY
+24.1%
+37.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -9.1% | +3.1% | -12.2% | -10.2% |
| 3M | +17.6% | -12.6% | +30.1% | +23.8% |
| 6M | -7.1% | -12.4% | +5.4% | -2.5% |
| YTD | -13.6% | -13.2% | -0.4% | -9.3% |
| 1Y | -25.1% | +1.8% | -26.9% | -26.6% |
| All | +61.2% | +24.1% | +37.1% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling