+22.3%
FSLY vs FBTC
+62.5%
-40.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.7% |
| 7D | +3.5% | +1.5% | +1.9% | +3.1% |
| 30D | -6.4% | +20.7% | -27.1% | -9.9% |
| 3M | +10.9% | +23.7% | -12.8% | +6.1% |
| 6M | +6.7% | +15.0% | -8.3% | +3.3% |
| YTD | +111.1% | -10.5% | +121.6% | +114.9% |
| 1Y | +185.8% | -30.3% | +216.0% | +207.5% |
| All | +22.3% | +62.5% | -40.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling