+30.6%
QCOM vs FBTC
+54.8%
-24.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +5.8% | -2.4% | +8.2% | +6.5% |
| 30D | -2.3% | -9.1% | +6.8% | +0.2% |
| 3M | +2.7% | +15.0% | -12.3% | -0.6% |
| 6M | -21.0% | -6.9% | -14.2% | -20.0% |
| YTD | +1.8% | -14.7% | +16.5% | +4.2% |
| 1Y | +2.4% | -28.1% | +30.5% | +8.6% |
| All | +30.6% | +54.8% | -24.3% | +23.5% |
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