+24.3%
MSCI vs FBTC
+42.6%
-18.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.5% |
| 7D | +3.0% | -9.2% | +12.2% | +3.5% |
| 30D | +17.8% | -15.8% | +33.6% | +18.9% |
| 3M | +15.2% | +8.7% | +6.5% | +14.8% |
| 6M | +16.5% | -13.6% | +30.1% | +17.2% |
| YTD | +16.4% | -21.5% | +37.8% | +17.4% |
| 1Y | +16.8% | -29.9% | +46.7% | +18.5% |
| All | +24.3% | +42.6% | -18.3% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling