+23.3%
NOC vs FBTC
+42.6%
-19.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.2% |
| 7D | +4.8% | -9.2% | +14.0% | +4.9% |
| 30D | +11.0% | -15.8% | +26.8% | +11.1% |
| 3M | -3.8% | +8.7% | -12.5% | -4.0% |
| 6M | +0.6% | -13.6% | +14.3% | +0.8% |
| YTD | -2.3% | -21.5% | +19.2% | -2.0% |
| 1Y | +0.3% | -29.9% | +30.2% | +0.6% |
| All | +23.3% | +42.6% | -19.2% | +25.9% |
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