+41.9%
NVS vs FBTC
+62.5%
-20.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.7% | -12.2% | -13.9% |
| 7D | -14.6% | +1.5% | -16.2% | -14.6% |
| 30D | -11.9% | +20.7% | -32.6% | -12.0% |
| 3M | -6.0% | +23.7% | -29.6% | -6.1% |
| 6M | -11.4% | +15.0% | -26.4% | -11.4% |
| YTD | +2.9% | -10.5% | +13.4% | +2.9% |
| 1Y | +10.2% | -30.3% | +40.5% | +10.1% |
| All | +41.9% | +62.5% | -20.5% | +40.7% |
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 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