+119.0%
PSX vs FBTC
+62.0%
+56.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.8% |
| 30D | +21.6% | +22.3% | -0.6% | +20.1% |
| 3M | +46.5% | +26.0% | +20.5% | +44.3% |
| 6M | +62.0% | +13.2% | +48.8% | +60.2% |
| YTD | +106.3% | -10.7% | +117.1% | +107.5% |
| 1Y | +103.0% | -30.0% | +132.9% | +107.8% |
| All | +119.0% | +62.0% | +56.9% | +119.1% |
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