+30.5%
XLB vs FBTC
+62.5%
-32.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.8% |
| 7D | -0.2% | +1.5% | -1.8% | -0.4% |
| 30D | -1.7% | +20.7% | -22.4% | -3.7% |
| 3M | +4.4% | +23.7% | -19.3% | +2.0% |
| 6M | +5.0% | +15.0% | -10.0% | +3.3% |
| YTD | +15.5% | -10.5% | +26.0% | +15.9% |
| 1Y | +14.9% | -30.3% | +45.2% | +18.1% |
| All | +30.5% | +62.5% | -32.0% | +23.4% |
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 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