+46.7%
XLU vs FBTC
+62.0%
-15.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.6% |
| 30D | -0.4% | +22.3% | -22.7% | -1.4% |
| 3M | -1.7% | +26.0% | -27.7% | -2.8% |
| 6M | -7.1% | +13.2% | -20.3% | -7.7% |
| YTD | +1.9% | -10.7% | +12.7% | +2.4% |
| 1Y | +6.1% | -30.0% | +36.1% | +7.7% |
| All | +46.7% | +62.0% | -15.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling