+92.7%
FCX vs FBTC
+62.5%
+30.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +5.8% |
| 7D | +5.7% | +1.5% | +4.2% | +5.2% |
| 30D | +10.1% | +20.7% | -10.6% | +5.2% |
| 3M | +20.2% | +23.7% | -3.5% | +14.4% |
| 6M | +29.7% | +15.0% | +14.7% | +25.4% |
| YTD | +51.9% | -10.5% | +62.4% | +53.1% |
| 1Y | +66.0% | -30.3% | +96.2% | +74.6% |
| All | +92.7% | +62.5% | +30.2% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling