-14.0%
NYT vs FBTC
+9.9%
-23.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.6% | -3.1% | +2.5% | -0.8% |
| 30D | +4.6% | +22.0% | -17.4% | +5.9% |
| 3M | -9.6% | +21.6% | -31.2% | -8.8% |
| 6M | -14.0% | +9.2% | -23.2% | -14.3% |
| All | -14.0% | +9.9% | -23.9% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling