+243.0%
TER vs FBTC
+65.3%
+177.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.2% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | -8.3% | +23.0% | -31.3% | -13.9% |
| 3M | -12.2% | +25.6% | -37.8% | -18.0% |
| 6M | +17.1% | +9.0% | +8.1% | +13.9% |
| YTD | +84.7% | -8.9% | +93.6% | +86.1% |
| 1Y | +199.9% | -27.5% | +227.5% | +217.4% |
| All | +243.0% | +65.3% | +177.7% | +199.4% |
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