+69.8%
FBTC vs ALLY
+40.9%
+28.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +2.9% | +3.7% | -0.8% | +1.5% |
| 30D | +23.0% | -2.3% | +25.3% | +24.0% |
| 3M | +25.6% | +3.8% | +21.8% | +23.3% |
| 6M | +9.0% | +9.7% | -0.7% | +4.0% |
| YTD | -8.9% | -1.4% | -7.5% | -9.1% |
| 1Y | -27.5% | +8.2% | -35.8% | -30.7% |
| All | +69.8% | +40.9% | +28.9% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling