+64.9%
SPY vs FBTC
+62.0%
+2.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | -1.4% | +22.3% | -23.6% | -4.0% |
| 3M | +3.7% | +26.0% | -22.3% | +0.5% |
| 6M | +13.0% | +13.2% | -0.2% | +10.8% |
| YTD | +12.4% | -10.7% | +23.1% | +13.0% |
| 1Y | +18.5% | -30.0% | +48.5% | +22.5% |
| All | +64.9% | +62.0% | +2.8% | +56.1% |
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