-35.6%
QS vs FBTC
+62.0%
-97.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.4% | -6.5% |
| 7D | -4.2% | +1.1% | -5.3% | -4.9% |
| 30D | -15.7% | +22.3% | -37.9% | -23.7% |
| 3M | -28.7% | +26.0% | -54.7% | -36.4% |
| 6M | -23.2% | +13.2% | -36.4% | -27.9% |
| YTD | -49.9% | -10.7% | -39.2% | -48.0% |
| 1Y | -38.8% | -30.0% | -8.8% | -29.3% |
| All | -35.6% | +62.0% | -97.6% | -49.6% |
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