+32.0%
Q vs FBTC
-32.2%
+64.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | +6.6% | +1.1% | +5.5% | +6.1% |
| 30D | -6.6% | +22.3% | -28.8% | -13.4% |
| 3M | -13.2% | +26.0% | -39.2% | -20.4% |
| 6M | +9.9% | +13.2% | -3.2% | +5.3% |
| YTD | +53.9% | -10.7% | +64.7% | +54.5% |
| All | +32.0% | -32.2% | +64.2% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling