-27.5%
FBTC vs COO
+4.1%
-31.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | +2.9% | -2.2% | +5.1% | +3.1% |
| 30D | +23.0% | -7.0% | +30.0% | +23.5% |
| 3M | +25.6% | +12.2% | +13.4% | +23.1% |
| 6M | +9.0% | -15.1% | +24.1% | +15.0% |
| YTD | -8.9% | -15.1% | +6.1% | -4.1% |
| 1Y | -27.5% | +2.3% | -29.9% | -26.2% |
| All | -27.5% | +4.1% | -31.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling