-20.0%
S vs FBTC
+62.5%
-82.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.8% |
| 7D | -5.8% | +1.5% | -7.4% | -6.3% |
| 30D | -9.2% | +20.7% | -29.9% | -14.2% |
| 3M | +23.4% | +23.7% | -0.3% | +15.6% |
| 6M | +36.9% | +15.0% | +21.9% | +30.4% |
| YTD | +29.5% | -10.5% | +40.0% | +31.7% |
| 1Y | +5.4% | -30.3% | +35.7% | +15.4% |
| All | -20.0% | +62.5% | -82.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling