-30.3%
FBTC vs ES
+17.8%
-48.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | +20.7% | -1.2% | +21.8% | +20.8% |
| 3M | +23.7% | +5.0% | +18.7% | +22.6% |
| 6M | +15.0% | -2.8% | +17.8% | +16.0% |
| YTD | -10.5% | +8.6% | -19.1% | -12.9% |
| 1Y | -30.3% | +18.9% | -49.2% | -27.9% |
| All | -30.3% | +17.8% | -48.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling