-9.7%
IDXX vs FBTC
+60.2%
-69.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -3.1% | -2.6% | -5.4% |
| 30D | -11.5% | +22.0% | -33.6% | -13.7% |
| 3M | -9.5% | +21.6% | -31.2% | -11.8% |
| 6M | -16.0% | +9.2% | -25.2% | -17.1% |
| YTD | -25.4% | -11.8% | -13.6% | -24.8% |
| 1Y | -21.8% | -32.7% | +10.9% | -18.9% |
| All | -9.7% | +60.2% | -69.8% | -14.5% |
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 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