+3.8%
MSCI vs FBTC
+62.5%
-58.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | -1.7% | +20.7% | -22.4% | -2.6% |
| 3M | -8.2% | +23.7% | -31.9% | -9.2% |
| 6M | -2.4% | +15.0% | -17.5% | -3.3% |
| YTD | -2.8% | -10.5% | +7.7% | -2.6% |
| 1Y | -2.7% | -30.3% | +27.6% | -1.4% |
| All | +3.8% | +62.5% | -58.7% | +1.4% |
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 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