+56.7%
FBTC vs M
+48.8%
+7.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.4% | +5.0% | -10.4% | -6.0% |
| 30D | -10.5% | +10.6% | -21.1% | -11.8% |
| 3M | +15.1% | +1.6% | +13.5% | +14.6% |
| 6M | -8.3% | +30.8% | -39.1% | -12.0% |
| YTD | -16.0% | +16.9% | -32.9% | -18.4% |
| 1Y | -30.7% | +26.3% | -57.0% | -33.6% |
| All | +56.7% | +48.8% | +7.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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