+64.5%
FBTC vs BOXX
+12.6%
+51.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.4% |
| 30D | +22.0% | +0.3% | +21.7% | +19.7% |
| 3M | +21.6% | +1.0% | +20.6% | +13.3% |
| 6M | +9.2% | +1.9% | +7.3% | -5.7% |
| YTD | -11.8% | +2.7% | -14.5% | -28.3% |
| 1Y | -32.7% | +4.0% | -36.7% | -49.6% |
| All | +64.5% | +12.6% | +51.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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