-1.3%
XYL vs FBTC
+59.7%
-61.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.2% | -5.8% | +4.6% | -0.6% |
| 30D | -13.2% | +21.4% | -34.6% | -15.0% |
| 3M | -0.2% | +24.5% | -24.6% | -2.7% |
| 6M | -12.5% | +9.9% | -22.4% | -13.6% |
| YTD | -20.9% | -12.0% | -8.9% | -20.3% |
| 1Y | -21.6% | -32.3% | +10.8% | -18.9% |
| All | -1.3% | +59.7% | -61.0% | -6.6% |
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