+21.7%
MSCI vs FBTC
+54.8%
-33.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.9% |
| 7D | +1.5% | -2.4% | +3.8% | +1.6% |
| 30D | +14.4% | -9.1% | +23.5% | +15.0% |
| 3M | +15.2% | +15.0% | +0.2% | +14.4% |
| 6M | +11.2% | -6.9% | +18.1% | +11.5% |
| YTD | +13.9% | -14.7% | +28.6% | +14.4% |
| 1Y | +12.5% | -28.1% | +40.6% | +13.9% |
| All | +21.7% | +54.8% | -33.2% | +19.2% |
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