+69.8%
FBTC vs M
+35.6%
+34.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | +2.9% | +4.7% | -1.8% | +2.3% |
| 30D | +23.0% | -9.6% | +32.7% | +24.6% |
| 3M | +25.6% | +0.9% | +24.7% | +25.1% |
| 6M | +9.0% | +22.3% | -13.3% | +5.6% |
| YTD | -8.9% | +6.5% | -15.5% | -10.3% |
| 1Y | -27.5% | +38.8% | -66.3% | -31.6% |
| All | +69.8% | +35.6% | +34.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling