+21.1%
NSC vs FBTC
-30.3%
+51.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -1.5% | +1.5% | -3.1% | -1.5% |
| 30D | -1.9% | +20.7% | -22.6% | -2.1% |
| 3M | +6.2% | +23.7% | -17.4% | +6.0% |
| 6M | +9.2% | +15.0% | -5.8% | +9.1% |
| YTD | +15.0% | -10.5% | +25.5% | +15.3% |
| 1Y | +21.1% | -30.3% | +51.3% | +24.9% |
| All | +21.1% | -30.3% | +51.4% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling