+66.4%
FBTC vs MKTX
-37.6%
+104.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.1% | +0.3% | +0.9% | +1.1% |
| 30D | +22.3% | +1.0% | +21.3% | +22.2% |
| 3M | +26.0% | +40.8% | -14.8% | +21.9% |
| 6M | +13.2% | -10.9% | +24.0% | +14.1% |
| YTD | -10.7% | -8.6% | -2.2% | -10.4% |
| 1Y | -30.0% | -11.6% | -18.4% | -29.4% |
| All | +66.4% | -37.6% | +104.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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