+96.2%
PR vs FBTC
+65.3%
+30.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | +2.9% | +2.9% | 0.0% | +2.5% |
| 30D | +18.0% | +23.0% | -5.0% | +14.8% |
| 3M | +16.9% | +25.6% | -8.7% | +13.2% |
| 6M | +28.2% | +9.0% | +19.2% | +26.2% |
| YTD | +69.3% | -8.9% | +78.3% | +70.3% |
| 1Y | +69.5% | -27.5% | +97.0% | +76.2% |
| All | +96.2% | +65.3% | +30.9% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling