+56.8%
XLF vs FBTC
+59.7%
-2.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -2.9% | -5.8% | +2.9% | -2.3% |
| 30D | -1.6% | +21.4% | -23.0% | -3.8% |
| 3M | +9.3% | +24.5% | -15.2% | +6.5% |
| 6M | +14.6% | +9.9% | +4.7% | +13.0% |
| YTD | +4.7% | -12.0% | +16.8% | +5.4% |
| 1Y | +8.6% | -32.3% | +41.0% | +12.3% |
| All | +56.8% | +59.7% | -2.9% | +47.6% |
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