+51.7%
FBTC vs COO
-35.3%
+87.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | -6.3% | -2.1% | -4.2% | -5.9% |
| 30D | -14.3% | +13.9% | -28.2% | -16.5% |
| 3M | +12.6% | -18.9% | +31.5% | +17.0% |
| 6M | -11.8% | +3.7% | -15.6% | -13.9% |
| YTD | -18.6% | -24.1% | +5.5% | -13.5% |
| 1Y | -29.9% | -14.2% | -15.7% | -28.0% |
| All | +51.7% | -35.3% | +87.0% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling