+66.9%
FBTC vs FIVE
+32.9%
+34.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +1.5% | +3.7% | -2.1% | +1.1% |
| 30D | +20.7% | +4.0% | +16.7% | +20.0% |
| 3M | +23.7% | +36.2% | -12.6% | +18.8% |
| 6M | +15.0% | +18.0% | -3.0% | +12.2% |
| YTD | -10.5% | +34.9% | -45.4% | -14.1% |
| 1Y | -30.3% | +67.9% | -98.2% | -34.9% |
| All | +66.9% | +32.9% | +34.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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