+130.7%
GOOG vs FBTC
+62.0%
+68.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -7.7% | +22.3% | -29.9% | -10.3% |
| 3M | -9.3% | +26.0% | -35.3% | -12.4% |
| 6M | +7.4% | +13.2% | -5.7% | +5.3% |
| YTD | +4.9% | -10.7% | +15.6% | +5.8% |
| 1Y | +37.2% | -30.0% | +67.2% | +42.7% |
| All | +130.7% | +62.0% | +68.7% | +122.2% |
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