+104.1%
XME vs FBTC
+59.7%
+44.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.4% |
| 7D | -3.0% | -5.8% | +2.8% | -1.7% |
| 30D | -2.6% | +21.4% | -24.0% | -7.1% |
| 3M | +2.2% | +24.5% | -22.3% | -3.1% |
| 6M | +0.7% | +9.9% | -9.2% | -2.0% |
| YTD | +10.9% | -12.0% | +22.9% | +12.4% |
| 1Y | +35.7% | -32.3% | +68.0% | +44.4% |
| All | +104.1% | +59.7% | +44.4% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling