+69.8%
FBTC vs COO
-27.6%
+97.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.4% |
| 30D | +23.0% | -7.0% | +30.0% | +24.8% |
| 3M | +25.6% | +12.2% | +13.4% | +21.5% |
| 6M | +9.0% | -15.1% | +24.1% | +13.6% |
| YTD | -8.9% | -15.1% | +6.1% | -5.1% |
| 1Y | -27.5% | +2.3% | -29.9% | -28.3% |
| All | +69.8% | -27.6% | +97.4% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling