-20.3%
FBTC vs ZYBT
-57.8%
+37.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -5.8% | -2.5% | -3.4% | -5.8% |
| 30D | +21.4% | -1.2% | +22.7% | +21.4% |
| 3M | +24.5% | +76.7% | -52.2% | +22.1% |
| 6M | +9.9% | +103.6% | -93.7% | +6.7% |
| YTD | -12.0% | +38.3% | -50.3% | -14.0% |
| 1Y | -32.3% | -84.7% | +52.4% | -32.0% |
| All | -20.3% | -57.8% | +37.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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