+229.7%
TPR vs FBTC
+62.5%
+167.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.5% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | -27.3% | +20.7% | -48.0% | -29.6% |
| 3M | -16.2% | +23.7% | -39.9% | -19.2% |
| 6M | -17.9% | +15.0% | -32.9% | -20.0% |
| YTD | -7.1% | -10.5% | +3.4% | -6.5% |
| 1Y | +13.6% | -30.3% | +43.9% | +19.3% |
| All | +229.7% | +62.5% | +167.3% | +196.8% |
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