+69.8%
FBTC vs RGEN
-4.9%
+74.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +2.9% | -4.9% | +7.8% | +3.8% |
| 30D | +23.0% | +5.7% | +17.3% | +21.9% |
| 3M | +25.6% | +32.4% | -6.9% | +18.9% |
| 6M | +9.0% | +33.2% | -24.2% | +2.4% |
| YTD | -8.9% | +2.3% | -11.2% | -9.9% |
| 1Y | -27.5% | +39.0% | -66.5% | -32.5% |
| All | +69.8% | -4.9% | +74.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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