+66.4%
FBTC vs BG
+41.4%
+25.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +22.3% | +10.3% | +11.9% | +20.9% |
| 3M | +26.0% | -1.9% | +27.9% | +26.3% |
| 6M | +13.2% | +5.2% | +7.9% | +11.8% |
| YTD | -10.7% | +41.2% | -51.9% | -16.4% |
| 1Y | -30.0% | +50.5% | -80.5% | -35.5% |
| All | +66.4% | +41.4% | +25.0% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling