+70.6%
SHEL vs FBTC
+60.2%
+10.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +4.1% | -3.1% | +7.2% | +4.3% |
| 30D | +8.4% | +22.0% | -13.6% | +7.1% |
| 3M | +13.7% | +21.6% | -7.9% | +12.4% |
| 6M | +12.7% | +9.2% | +3.5% | +11.9% |
| YTD | +35.3% | -11.8% | +47.1% | +35.7% |
| 1Y | +39.4% | -32.7% | +72.1% | +41.3% |
| All | +70.6% | +60.2% | +10.4% | +66.0% |
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