+66.9%
FBTC vs VSXY
+228.7%
-161.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.9% |
| 7D | +1.5% | -6.8% | +8.3% | +1.8% |
| 30D | +20.7% | -20.4% | +41.0% | +22.1% |
| 3M | +23.7% | +2.9% | +20.8% | +23.1% |
| 6M | +15.0% | +67.9% | -52.9% | +9.4% |
| YTD | -10.5% | +44.9% | -55.4% | -14.0% |
| 1Y | -30.3% | +205.9% | -236.2% | -38.4% |
| All | +66.9% | +228.7% | -161.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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