-42.0%
FICO vs FBTC
+56.9%
-98.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +3.3% | -9.1% | +12.4% | +4.5% |
| 3M | -31.7% | +17.6% | -49.3% | -33.0% |
| 6M | -34.0% | -7.1% | -26.9% | -33.6% |
| YTD | -58.3% | -13.6% | -44.8% | -58.0% |
| 1Y | -57.9% | -25.1% | -32.9% | -56.9% |
| All | -42.0% | +56.9% | -98.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling