+55.4%
FN vs FBTC
+57.6%
-2.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.3% | -12.8% |
| 7D | -16.0% | -5.8% | -10.2% | -14.3% |
| 30D | -40.1% | -11.2% | -29.0% | -37.8% |
| 3M | -43.9% | +17.3% | -61.2% | -46.5% |
| 6M | -55.6% | -6.9% | -48.7% | -54.8% |
| YTD | -35.7% | -13.2% | -22.5% | -34.2% |
| 1Y | -39.8% | -26.9% | -12.9% | -35.8% |
| All | +55.4% | +57.6% | -2.2% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling