-61.8%
IT vs FBTC
+62.0%
-123.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.1% | +1.1% | -10.2% | -9.2% |
| 30D | -12.2% | +22.3% | -34.4% | -14.5% |
| 3M | +7.8% | +26.0% | -18.2% | +4.2% |
| 6M | +2.0% | +13.2% | -11.2% | -0.4% |
| YTD | -32.7% | -10.7% | -22.0% | -32.1% |
| 1Y | -31.1% | -30.0% | -1.1% | -28.0% |
| All | -61.8% | +62.0% | -123.9% | -62.1% |
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