+69.8%
FBTC vs FIVE
+31.9%
+37.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.2% |
| 7D | +2.9% | +4.3% | -1.3% | +2.4% |
| 30D | +23.0% | +12.5% | +10.5% | +21.1% |
| 3M | +25.6% | +31.2% | -5.7% | +21.2% |
| 6M | +9.0% | +14.4% | -5.4% | +6.7% |
| YTD | -8.9% | +33.9% | -42.8% | -12.5% |
| 1Y | -27.5% | +65.1% | -92.6% | -32.2% |
| All | +69.8% | +31.9% | +37.9% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling