-3.1%
IR vs FBTC
+62.5%
-65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +0.6% | +1.5% | -0.9% | +0.4% |
| 30D | -13.6% | +20.7% | -34.3% | -16.1% |
| 3M | +3.7% | +23.7% | -20.0% | +0.2% |
| 6M | -13.1% | +15.0% | -28.1% | -15.2% |
| YTD | -5.1% | -10.5% | +5.4% | -4.5% |
| 1Y | -6.5% | -30.3% | +23.8% | -2.3% |
| All | -3.1% | +62.5% | -65.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling