-56.8%
IT vs FBTC
+42.6%
-99.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | +1.1% | -9.2% | +10.2% | +2.4% |
| 30D | -1.8% | -15.8% | +13.9% | +0.4% |
| 3M | +4.8% | +8.7% | -3.8% | +3.4% |
| 6M | +33.0% | -13.6% | +46.6% | +35.2% |
| YTD | -23.8% | -21.5% | -2.4% | -21.9% |
| 1Y | -16.5% | -29.9% | +13.4% | -13.1% |
| All | -56.8% | +42.6% | -99.3% | -56.4% |
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