-58.1%
IT vs FBTC
+65.3%
-123.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.3% |
| 7D | -6.0% | +2.9% | -9.0% | -6.4% |
| 30D | 0.0% | +23.0% | -23.0% | -2.8% |
| 3M | +13.1% | +25.6% | -12.5% | +9.3% |
| 6M | +11.7% | +9.0% | +2.7% | +9.8% |
| YTD | -26.1% | -8.9% | -17.2% | -25.6% |
| 1Y | -21.3% | -27.5% | +6.3% | -18.1% |
| All | -58.1% | +65.3% | -123.4% | -58.5% |
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