-100.0%
VIVK vs FBTC
+62.0%
-162.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.1% | -6.3% |
| 7D | -7.9% | +1.1% | -9.0% | -7.9% |
| 30D | -42.0% | +22.3% | -64.2% | -42.8% |
| 3M | -92.5% | +26.0% | -118.5% | -92.7% |
| 6M | -98.0% | +13.2% | -111.2% | -98.0% |
| YTD | -97.9% | -10.7% | -87.2% | -97.9% |
| 1Y | -100.0% | -30.0% | -70.0% | -100.0% |
| All | -100.0% | +62.0% | -162.0% | -100.0% |
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 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