+129.6%
FFIV vs FBTC
+62.0%
+67.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.1% | +3.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | -1.3% | +22.3% | -23.6% | -4.5% |
| 3M | +2.4% | +26.0% | -23.6% | -1.5% |
| 6M | +41.8% | +13.2% | +28.7% | +38.2% |
| YTD | +58.5% | -10.7% | +69.3% | +59.7% |
| 1Y | +24.3% | -30.0% | +54.3% | +29.9% |
| All | +129.6% | +62.0% | +67.5% | +117.3% |
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 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