+64.5%
FBTC vs DTE
+30.6%
+33.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -3.1% | -2.6% | -0.5% | -2.8% |
| 30D | +22.0% | -4.4% | +26.4% | +22.7% |
| 3M | +21.6% | -8.3% | +30.0% | +22.8% |
| 6M | +9.2% | -8.1% | +17.3% | +10.1% |
| YTD | -11.8% | +4.4% | -16.2% | -13.8% |
| 1Y | -32.7% | +0.2% | -32.9% | -33.5% |
| All | +64.5% | +30.6% | +33.9% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling