+16.3%
NOC vs FBTC
+59.7%
-43.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -1.8% | -5.8% | +4.1% | -1.7% |
| 30D | -9.4% | +21.4% | -30.9% | -9.6% |
| 3M | -3.8% | +24.5% | -28.3% | -4.1% |
| 6M | -28.8% | +9.9% | -38.6% | -28.8% |
| YTD | -7.9% | -12.0% | +4.2% | -7.6% |
| 1Y | -9.0% | -32.3% | +23.3% | -8.6% |
| All | +16.3% | +59.7% | -43.4% | +18.7% |
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