+49.4%
NSC vs FBTC
+56.9%
-7.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -6.6% | -1.2% | -5.4% | -6.5% |
| 30D | +2.2% | -9.1% | +11.3% | +2.9% |
| 3M | -6.2% | +17.6% | -23.8% | -7.7% |
| 6M | +1.7% | -7.1% | +8.8% | +2.1% |
| YTD | +12.2% | -13.6% | +25.8% | +13.2% |
| 1Y | +15.4% | -25.1% | +40.5% | +18.0% |
| All | +49.4% | +56.9% | -7.6% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling