+82.9%
FCX vs FBTC
+65.3%
+17.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.8% |
| 7D | -4.9% | +2.9% | -7.8% | -5.6% |
| 30D | +4.8% | +23.0% | -18.2% | -0.2% |
| 3M | +4.6% | +25.6% | -21.0% | -0.7% |
| 6M | +10.8% | +9.0% | +1.8% | +8.3% |
| YTD | +44.2% | -8.9% | +53.2% | +44.7% |
| 1Y | +59.6% | -27.5% | +87.1% | +66.6% |
| All | +82.9% | +65.3% | +17.6% | +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