+48.7%
MAR vs FBTC
+59.7%
-11.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -1.4% |
| 30D | -5.7% | +21.4% | -27.1% | -7.8% |
| 3M | -14.6% | +24.5% | -39.1% | -16.9% |
| 6M | +1.3% | +9.9% | -8.5% | 0.0% |
| YTD | +6.7% | -12.0% | +18.7% | +7.6% |
| 1Y | +26.4% | -32.3% | +58.8% | +31.8% |
| All | +48.7% | +59.7% | -11.0% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling