-2.2%
FSLY vs FBTC
+47.7%
-49.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.7% |
| 7D | +11.8% | -6.3% | +18.0% | +13.5% |
| 30D | -36.5% | -14.3% | -22.3% | -33.9% |
| 3M | -39.7% | +12.6% | -52.3% | -40.5% |
| 6M | -9.7% | -11.8% | +2.2% | -6.6% |
| YTD | +68.9% | -18.6% | +87.5% | +77.1% |
| 1Y | +44.5% | -29.9% | +74.4% | +56.6% |
| All | -2.2% | +47.7% | -49.9% | -6.8% |
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