+84.2%
RF vs FBTC
+65.3%
+18.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | -3.6% | +23.0% | -26.6% | -6.4% |
| 3M | +8.1% | +25.6% | -17.5% | +4.4% |
| 6M | +11.5% | +9.0% | +2.5% | +9.7% |
| YTD | +15.6% | -8.9% | +24.5% | +16.2% |
| 1Y | +15.7% | -27.5% | +43.2% | +20.4% |
| All | +84.2% | +65.3% | +18.9% | +60.0% |
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