+139.2%
NRG vs FBTC
+62.0%
+77.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +3.9% | +1.1% | +2.7% | +3.6% |
| 30D | -3.0% | +22.3% | -25.2% | -6.9% |
| 3M | -10.9% | +26.0% | -36.9% | -15.1% |
| 6M | -25.3% | +13.2% | -38.4% | -27.4% |
| YTD | -26.8% | -10.7% | -16.1% | -26.1% |
| 1Y | -23.3% | -30.0% | +6.7% | -19.5% |
| All | +139.2% | +62.0% | +77.2% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling