-38.6%
FICO vs FBTC
-28.2%
-10.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -16.3% |
| 7D | -19.2% | +2.9% | -22.1% | -19.4% |
| 30D | -14.6% | +23.0% | -37.6% | -16.6% |
| 3M | -20.1% | +25.6% | -45.7% | -22.4% |
| 6M | -36.3% | +9.0% | -45.3% | -37.4% |
| YTD | -44.9% | -8.9% | -35.9% | -44.5% |
| 1Y | -38.6% | -27.5% | -11.1% | -34.8% |
| All | -38.6% | -28.2% | -10.4% | -34.8% |
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 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