-60.1%
FCEL vs FBTC
+65.3%
-125.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.8% |
| 7D | -15.8% | +2.9% | -18.7% | -16.7% |
| 30D | -29.3% | +23.0% | -52.3% | -34.5% |
| 3M | -30.1% | +25.6% | -55.7% | -35.5% |
| 6M | +74.4% | +9.0% | +65.4% | +69.1% |
| YTD | +104.5% | -8.9% | +113.5% | +108.0% |
| 1Y | +281.4% | -27.5% | +308.9% | +312.6% |
| All | -60.1% | +65.3% | -125.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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