+23.7%
FITB vs FBTC
-32.4%
+56.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | -1.0% | -5.8% | +4.8% | -0.6% |
| 30D | -5.5% | +21.4% | -26.9% | -6.6% |
| 3M | +4.1% | +24.5% | -20.3% | +2.6% |
| 6M | +18.7% | +9.9% | +8.8% | +18.0% |
| YTD | +18.2% | -12.0% | +30.2% | +17.7% |
| 1Y | +23.7% | -32.3% | +56.0% | +28.3% |
| All | +23.7% | -32.4% | +56.1% | +28.3% |
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 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