+35.0%
XLP vs FBTC
+52.5%
-17.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.2% |
| 7D | +2.3% | -5.4% | +7.7% | +2.4% |
| 30D | +9.1% | -10.5% | +19.6% | +9.1% |
| 3M | +7.9% | +15.1% | -7.2% | +7.7% |
| 6M | +9.6% | -8.3% | +17.9% | +9.7% |
| YTD | +19.4% | -16.0% | +35.4% | +19.7% |
| 1Y | +22.4% | -30.7% | +53.1% | +23.0% |
| All | +35.0% | +52.5% | -17.5% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling