+20.7%
XYZ vs FBTC
-23.0%
+43.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.8% | +12.5% | +14.4% |
| 7D | +16.5% | -1.8% | +18.3% | +17.2% |
| 30D | +15.0% | -6.6% | +21.6% | +17.4% |
| 3M | +3.5% | +24.5% | -21.0% | -3.5% |
| 6M | +21.9% | -0.2% | +22.0% | +20.7% |
| YTD | +34.6% | -8.7% | +43.3% | +31.7% |
| 1Y | +20.7% | -20.7% | +41.5% | +17.3% |
| All | +20.7% | -23.0% | +43.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling