+32.2%
RMBS vs FBTC
+62.0%
-29.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | +3.5% | +1.1% | +2.3% | +2.9% |
| 30D | -8.6% | +22.3% | -30.9% | -15.7% |
| 3M | -40.3% | +26.0% | -66.3% | -45.7% |
| 6M | -1.0% | +13.2% | -14.1% | -6.3% |
| YTD | -4.6% | -10.7% | +6.1% | -2.4% |
| 1Y | +17.6% | -30.0% | +47.5% | +30.8% |
| All | +32.2% | +62.0% | -29.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling