+51.3%
MET vs FBTC
+59.7%
-8.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.3% |
| 7D | -2.5% | -5.8% | +3.4% | -1.7% |
| 30D | 0.0% | +21.4% | -21.4% | -2.6% |
| 3M | +13.1% | +24.5% | -11.4% | +9.6% |
| 6M | +39.0% | +9.9% | +29.1% | +36.7% |
| YTD | +25.2% | -12.0% | +37.2% | +26.2% |
| 1Y | +25.6% | -32.3% | +58.0% | +30.8% |
| All | +51.3% | +59.7% | -8.4% | +39.8% |
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