+83.9%
PR vs FBTC
+56.9%
+26.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -16.4% | -1.2% | -15.2% | -16.3% |
| 30D | -1.9% | -9.1% | +7.2% | -0.8% |
| 3M | +8.0% | +17.6% | -9.6% | +5.4% |
| 6M | +4.1% | -7.1% | +11.2% | +4.6% |
| YTD | +58.7% | -13.6% | +72.2% | +60.3% |
| 1Y | +75.8% | -25.1% | +100.9% | +81.3% |
| All | +83.9% | +56.9% | +26.9% | +68.7% |
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