+94.8%
PR vs FBTC
+42.6%
+52.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.6% |
| 7D | +6.0% | -9.2% | +15.1% | +7.1% |
| 30D | -4.2% | -15.8% | +11.6% | -2.3% |
| 3M | +10.0% | +8.7% | +1.3% | +8.3% |
| 6M | +15.6% | -13.6% | +29.2% | +17.0% |
| YTD | +68.2% | -21.5% | +89.7% | +71.7% |
| 1Y | +79.2% | -29.9% | +109.1% | +86.0% |
| All | +94.8% | +42.6% | +52.3% | +80.7% |
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 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