-41.5%
RUN vs FBTC
+62.5%
-104.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.1% |
| 7D | +10.2% | +1.5% | +8.6% | +9.7% |
| 30D | -9.6% | +20.7% | -30.3% | -13.8% |
| 3M | -31.5% | +23.7% | -55.2% | -35.2% |
| 6M | -18.7% | +15.0% | -33.7% | -21.5% |
| YTD | -49.9% | -10.5% | -39.4% | -49.3% |
| 1Y | -45.5% | -30.3% | -15.3% | -42.9% |
| All | -41.5% | +62.5% | -104.0% | -52.7% |
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