+216.3%
NEM vs FBTC
+42.6%
+173.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.0% |
| 7D | -6.4% | -9.2% | +2.7% | -4.9% |
| 30D | +1.4% | -15.8% | +17.2% | +4.4% |
| 3M | -0.7% | +8.7% | -9.4% | -1.9% |
| 6M | -4.5% | -13.6% | +9.2% | -2.8% |
| YTD | +14.0% | -21.5% | +35.5% | +16.1% |
| 1Y | +27.3% | -29.9% | +57.2% | +30.7% |
| All | +216.3% | +42.6% | +173.8% | +208.5% |
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