-6.2%
GRAB vs FBTC
+60.2%
-66.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -10.8% | -3.1% | -7.7% | -10.3% |
| 30D | -15.5% | +22.0% | -37.5% | -18.6% |
| 3M | -9.0% | +21.6% | -30.6% | -12.4% |
| 6M | -21.6% | +9.2% | -30.8% | -23.3% |
| YTD | -38.9% | -11.8% | -27.1% | -38.2% |
| 1Y | -44.8% | -32.7% | -12.2% | -41.6% |
| All | -6.2% | +60.2% | -66.3% | -9.5% |
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