-30.3%
FBTC vs M
+31.9%
-62.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.5% |
| 7D | +1.5% | +2.4% | -0.8% | +1.3% |
| 30D | +20.7% | -11.6% | +32.3% | +22.2% |
| 3M | +23.7% | +1.6% | +22.0% | +23.1% |
| 6M | +15.0% | +25.2% | -10.2% | +11.9% |
| YTD | -10.5% | +3.8% | -14.3% | -11.1% |
| 1Y | -30.3% | +36.3% | -66.6% | -34.8% |
| All | -30.3% | +31.9% | -62.2% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling