+7.1%
FERG vs FBTC
-32.9%
+40.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.0% |
| 7D | +9.7% | -9.2% | +18.9% | +10.9% |
| 30D | +15.0% | -15.8% | +30.8% | +17.1% |
| 3M | +3.8% | +8.7% | -4.9% | +3.0% |
| 6M | +10.6% | -13.6% | +24.2% | +13.3% |
| YTD | +17.0% | -21.5% | +38.4% | +19.1% |
| 1Y | +7.1% | -29.9% | +37.0% | +9.0% |
| All | +7.1% | -32.9% | +40.0% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling