+64.0%
FBTC vs BG
+42.7%
+21.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -5.8% | +3.7% | -9.5% | -6.2% |
| 30D | +21.4% | +12.3% | +9.1% | +19.8% |
| 3M | +24.5% | -2.2% | +26.7% | +24.9% |
| 6M | +9.9% | +5.3% | +4.6% | +8.7% |
| YTD | -12.0% | +42.4% | -54.4% | -17.7% |
| 1Y | -32.3% | +55.2% | -87.5% | -38.0% |
| All | +64.0% | +42.7% | +21.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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