+66.9%
FBTC vs DTE
+35.2%
+31.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +1.5% | +0.9% | +0.7% | +1.4% |
| 30D | +20.7% | -1.9% | +22.5% | +20.9% |
| 3M | +23.7% | -3.3% | +27.0% | +23.9% |
| 6M | +15.0% | -7.1% | +22.1% | +16.1% |
| YTD | -10.5% | +8.1% | -18.6% | -13.0% |
| 1Y | -30.3% | +5.3% | -35.5% | -31.6% |
| All | +66.9% | +35.2% | +31.6% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling