+56.3%
T vs FBTC
+47.7%
+8.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.5% |
| 7D | +1.6% | -6.3% | +7.9% | +1.4% |
| 30D | -2.9% | -14.3% | +11.3% | -3.5% |
| 3M | -7.5% | +12.6% | -20.1% | -7.1% |
| 6M | -9.9% | -11.8% | +1.9% | -10.3% |
| YTD | -6.4% | -18.6% | +12.2% | -6.8% |
| 1Y | -9.4% | -29.9% | +20.5% | -10.1% |
| All | +56.3% | +47.7% | +8.6% | +61.6% |
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 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