+64.0%
FBTC vs BOXX
+12.6%
+51.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -5.8% | 0.0% | -5.9% | -6.1% |
| 30D | +21.4% | +0.3% | +21.1% | +19.3% |
| 3M | +24.5% | +1.0% | +23.5% | +16.4% |
| 6M | +9.9% | +1.9% | +7.9% | -5.4% |
| YTD | -12.0% | +2.6% | -14.7% | -28.4% |
| 1Y | -32.3% | +4.0% | -36.3% | -49.2% |
| All | +64.0% | +12.6% | +51.5% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling