-1.8%
RMBS vs FBTC
-32.3%
+30.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.8% | -3.1% | +4.9% | +3.3% |
| 30D | -13.9% | +22.0% | -35.9% | -22.5% |
| 3M | -39.8% | +21.6% | -61.4% | -45.7% |
| 6M | -6.0% | +9.2% | -15.2% | -10.7% |
| YTD | -5.4% | -11.8% | +6.4% | -1.7% |
| 1Y | -1.8% | -32.7% | +30.9% | +20.4% |
| All | -1.8% | -32.3% | +30.4% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling