+92.1%
QLD vs FBTC
+57.6%
+34.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.9% | -7.8% | -10.9% |
| 7D | -18.6% | -5.8% | -12.8% | -16.6% |
| 30D | -28.3% | -11.2% | -17.1% | -24.9% |
| 3M | -20.4% | +17.3% | -37.7% | -24.6% |
| 6M | -14.3% | -6.9% | -7.4% | -12.4% |
| YTD | +2.8% | -13.2% | +16.0% | +6.3% |
| 1Y | -1.2% | -26.9% | +25.7% | +7.7% |
| All | +92.1% | +57.6% | +34.5% | +75.9% |
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