+49.3%
FCX vs FBTC
+42.6%
+6.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.1% |
| 7D | -0.3% | -9.2% | +8.9% | +2.1% |
| 30D | -14.7% | -15.8% | +1.1% | -10.9% |
| 3M | -11.2% | +8.7% | -19.8% | -12.7% |
| 6M | -11.4% | -13.6% | +2.2% | -8.7% |
| YTD | +17.7% | -21.5% | +39.2% | +22.6% |
| 1Y | +47.5% | -29.9% | +77.4% | +56.6% |
| All | +49.3% | +42.6% | +6.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling