+33.6%
XLP vs FBTC
+56.9%
-23.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +0.7% | -1.2% | +2.0% | +0.7% |
| 30D | +10.3% | -9.1% | +19.4% | +10.3% |
| 3M | +6.5% | +17.6% | -11.0% | +6.4% |
| 6M | +8.4% | -7.1% | +15.5% | +8.5% |
| YTD | +18.2% | -13.6% | +31.7% | +18.4% |
| 1Y | +22.4% | -25.1% | +47.5% | +22.9% |
| All | +33.6% | +56.9% | -23.3% | +32.0% |
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 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