+37.8%
FE vs FBTC
+65.3%
-27.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.6% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | -1.2% | +23.0% | -24.2% | -1.2% |
| 3M | +3.5% | +25.6% | -22.1% | +3.4% |
| 6M | -6.1% | +9.0% | -15.1% | -6.1% |
| YTD | +7.6% | -8.9% | +16.6% | +7.7% |
| 1Y | +11.9% | -27.5% | +39.5% | +12.2% |
| All | +37.8% | +65.3% | -27.5% | +30.8% |
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