+31.2%
MSFT vs FBTC
+62.5%
-31.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.9% |
| 7D | -1.4% | +1.5% | -3.0% | -1.6% |
| 30D | -1.0% | +20.7% | -21.7% | -3.8% |
| 3M | +20.2% | +23.7% | -3.5% | +16.4% |
| 6M | +21.3% | +15.0% | +6.2% | +18.4% |
| YTD | +2.8% | -10.5% | +13.3% | +3.2% |
| 1Y | 0.0% | -30.3% | +30.2% | +3.0% |
| All | +31.2% | +62.5% | -31.3% | +24.3% |
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