+30.6%
MSFT vs FBTC
+62.0%
-31.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.0% | +1.1% | -2.2% | -1.2% |
| 30D | -2.7% | +22.3% | -24.9% | -5.5% |
| 3M | +22.1% | +26.0% | -3.9% | +17.9% |
| 6M | +20.6% | +13.2% | +7.4% | +18.0% |
| YTD | +2.3% | -10.7% | +13.0% | +2.8% |
| 1Y | -0.5% | -30.0% | +29.4% | +2.4% |
| All | +30.6% | +62.0% | -31.5% | +23.7% |
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