+66.4%
FBTC vs QSR
+6.9%
+59.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +22.3% | +5.7% | +16.6% | +21.6% |
| 3M | +26.0% | +6.9% | +19.0% | +25.0% |
| 6M | +13.2% | +6.9% | +6.3% | +12.3% |
| YTD | -10.7% | +14.9% | -25.6% | -12.2% |
| 1Y | -30.0% | +29.1% | -59.1% | -32.8% |
| All | +66.4% | +6.9% | +59.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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