+116.1%
FN vs FBTC
+65.3%
+50.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.8% |
| 7D | -1.7% | +2.9% | -4.6% | -2.6% |
| 30D | -22.0% | +23.0% | -45.0% | -26.9% |
| 3M | -43.0% | +25.6% | -68.6% | -46.8% |
| 6M | -27.7% | +9.0% | -36.7% | -29.9% |
| YTD | -10.5% | -8.9% | -1.6% | -10.0% |
| 1Y | +12.5% | -27.5% | +40.0% | +19.2% |
| All | +116.1% | +65.3% | +50.8% | +85.4% |
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