-12.7%
XYL vs FBTC
+42.6%
-55.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.5% |
| 7D | -3.7% | -9.2% | +5.4% | -2.8% |
| 30D | -8.3% | -15.8% | +7.5% | -6.8% |
| 3M | -21.4% | +8.7% | -30.1% | -22.4% |
| 6M | -12.9% | -13.6% | +0.7% | -11.9% |
| YTD | -30.1% | -21.5% | -8.6% | -28.9% |
| 1Y | -35.2% | -29.9% | -5.2% | -33.3% |
| All | -12.7% | +42.6% | -55.3% | -16.7% |
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 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