+61.2%
FBTC vs FGI
-14.9%
+76.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -1.2% | -7.0% | +5.7% | -1.2% |
| 30D | -9.1% | -4.2% | -4.9% | -9.1% |
| 3M | +17.6% | +55.6% | -38.0% | +16.7% |
| 6M | -7.1% | -3.2% | -3.9% | -7.6% |
| YTD | -13.6% | +29.1% | -42.7% | -14.8% |
| 1Y | -25.1% | +51.0% | -76.0% | -26.4% |
| All | +61.2% | -14.9% | +76.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling