-7.5%
IR vs FBTC
-30.9%
+23.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | -15.0% | +22.3% | -37.3% | -16.9% |
| 3M | -0.4% | +26.0% | -26.4% | -3.0% |
| 6M | -15.0% | +13.2% | -28.2% | -16.3% |
| YTD | -7.1% | -10.7% | +3.7% | -7.5% |
| 1Y | -7.5% | -30.0% | +22.4% | -3.8% |
| All | -7.5% | -30.9% | +23.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling