+66.4%
FBTC vs DAR
+47.3%
+19.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +22.3% | +7.4% | +14.8% | +20.5% |
| 3M | +26.0% | +15.7% | +10.3% | +22.2% |
| 6M | +13.2% | +30.0% | -16.9% | +6.7% |
| YTD | -10.7% | +87.5% | -98.3% | -22.3% |
| 1Y | -30.0% | +113.4% | -143.3% | -41.1% |
| All | +66.4% | +47.3% | +19.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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