+61.2%
FBTC vs M
+36.9%
+24.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.2% |
| 7D | -1.2% | -4.3% | +3.1% | -0.6% |
| 30D | -9.1% | +1.3% | -10.4% | -9.3% |
| 3M | +17.6% | -7.4% | +24.9% | +18.6% |
| 6M | -7.1% | +18.3% | -25.4% | -9.6% |
| YTD | -13.6% | +7.6% | -21.1% | -15.0% |
| 1Y | -25.1% | +17.4% | -42.5% | -27.5% |
| All | +61.2% | +36.9% | +24.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling