+24.8%
FERG vs FBTC
+60.2%
-35.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -2.2% |
| 30D | -8.9% | +22.0% | -30.9% | -11.5% |
| 3M | -2.0% | +21.6% | -23.7% | -4.9% |
| 6M | -3.2% | +9.2% | -12.4% | -4.7% |
| YTD | +1.5% | -11.8% | +13.3% | +2.6% |
| 1Y | +0.5% | -32.7% | +33.2% | +5.4% |
| All | +24.8% | +60.2% | -35.4% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling