-32.7%
FBTC vs FIGR
-3.1%
-29.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.1% |
| 7D | -3.1% | -3.0% | -0.1% | -2.7% |
| 30D | +22.0% | +13.7% | +8.4% | +18.7% |
| 3M | +21.6% | +23.9% | -2.2% | +15.5% |
| 6M | +9.2% | -8.4% | +17.7% | +8.8% |
| YTD | -11.8% | -14.6% | +2.8% | -14.2% |
| 1Y | -32.7% | +12.1% | -44.8% | -36.2% |
| All | -32.7% | -3.1% | -29.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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