+16.1%
O vs FBTC
+42.6%
-26.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | -0.4% | -9.2% | +8.8% | -0.2% |
| 30D | +7.1% | -15.8% | +22.9% | +7.5% |
| 3M | -5.2% | +8.7% | -13.9% | -5.5% |
| 6M | -1.8% | -13.6% | +11.9% | -1.5% |
| YTD | +9.1% | -21.5% | +30.5% | +9.8% |
| 1Y | +9.7% | -29.9% | +39.6% | +10.8% |
| All | +16.1% | +42.6% | -26.5% | +11.0% |
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