+31.2%
RMBS vs FBTC
+60.2%
-28.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.8% | -3.1% | +4.9% | +3.0% |
| 30D | -13.9% | +22.0% | -35.9% | -20.6% |
| 3M | -39.8% | +21.6% | -61.4% | -44.5% |
| 6M | -6.0% | +9.2% | -15.2% | -9.8% |
| YTD | -5.4% | -11.8% | +6.4% | -2.7% |
| 1Y | -1.8% | -32.7% | +30.9% | +10.7% |
| All | +31.2% | +60.2% | -28.9% | +16.3% |
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