+9.5%
XLE vs FBTC
-7.6%
+17.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -12.0% | -1.2% | -10.8% | -12.0% |
| 30D | -2.7% | -9.1% | +6.4% | -3.6% |
| 3M | +6.6% | +17.6% | -11.0% | +8.3% |
| 6M | +9.5% | -7.1% | +16.6% | +5.0% |
| All | +9.5% | -7.6% | +17.1% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling