-4.6%
ON vs FBTC
+62.0%
-66.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | -11.0% | +22.3% | -33.3% | -16.1% |
| 3M | -39.3% | +26.0% | -65.3% | -43.1% |
| 6M | +19.8% | +13.2% | +6.7% | +15.3% |
| YTD | +31.1% | -10.7% | +41.8% | +33.0% |
| 1Y | +46.0% | -30.0% | +75.9% | +58.0% |
| All | -4.6% | +62.0% | -66.7% | -11.1% |
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