-6.5%
GRAB vs FBTC
+62.0%
-68.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -13.9% | +1.1% | -15.0% | -14.1% |
| 30D | -17.2% | +22.3% | -39.4% | -20.2% |
| 3M | -7.9% | +26.0% | -33.9% | -11.9% |
| 6M | -23.2% | +13.2% | -36.4% | -25.3% |
| YTD | -39.1% | -10.7% | -28.3% | -38.6% |
| 1Y | -42.5% | -30.0% | -12.6% | -39.5% |
| All | -6.5% | +62.0% | -68.5% | -10.0% |
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