+377.3%
FLEX vs FBTC
+62.0%
+315.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +6.4% | +1.1% | +5.2% | +6.0% |
| 30D | -5.9% | +22.3% | -28.1% | -10.9% |
| 3M | -23.5% | +26.0% | -49.4% | -28.1% |
| 6M | +83.7% | +13.2% | +70.6% | +76.9% |
| YTD | +86.5% | -10.7% | +97.2% | +88.9% |
| 1Y | +100.5% | -30.0% | +130.5% | +114.7% |
| All | +377.3% | +62.0% | +315.2% | +299.1% |
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