-0.3%
XYL vs FBTC
+62.0%
-62.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -10.8% | +22.3% | -33.1% | -12.8% |
| 3M | -2.5% | +26.0% | -28.5% | -5.1% |
| 6M | -12.2% | +13.2% | -25.3% | -13.6% |
| YTD | -20.1% | -10.7% | -9.3% | -19.6% |
| 1Y | -20.6% | -30.0% | +9.3% | -18.3% |
| All | -0.3% | +62.0% | -62.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling