+21.9%
XYZ vs FBTC
+65.3%
-43.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -1.0% | +2.9% | -3.9% | -2.1% |
| 30D | -1.7% | +23.0% | -24.7% | -9.5% |
| 3M | +16.7% | +25.6% | -8.8% | +6.4% |
| 6M | +26.9% | +9.0% | +17.9% | +21.7% |
| YTD | +27.1% | -8.9% | +36.1% | +29.5% |
| 1Y | +9.3% | -27.5% | +36.8% | +21.1% |
| All | +21.9% | +65.3% | -43.4% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling