+26.3%
XYZ vs FBTC
+54.5%
-28.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -2.2% | -6.8% | +4.6% | +0.5% |
| 30D | +11.6% | -9.9% | +21.5% | +16.1% |
| 3M | +8.4% | +17.5% | -9.1% | +1.5% |
| 6M | +17.2% | -9.1% | +26.2% | +20.6% |
| YTD | +31.7% | -14.9% | +46.6% | +37.5% |
| 1Y | +30.1% | -27.6% | +57.6% | +44.1% |
| All | +26.3% | +54.5% | -28.2% | +9.5% |
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