Total Return
+25.19%
+8.4pp vs BTC
Portfolio Analytics
Performance study since 12 Mar 2024 · 862 days · benchmarked against BTC and a 60/40 crypto index
Annualised
+10.4%
CAGR over 2.4 years
BTC equivalent +7.1%
Sharpe Ratio
1.42
risk-adjusted return
Above 1.0 is considered good
Alpha
+3.2%
excess over beta-adjusted benchmark
Beta 1.24
Growth of $10,000
Your portfolio against two benchmarks, rebased to a common start
Portfolio
Bitcoin
Crypto index
Portfolio value
$12,519
Bitcoin
$11,680
Crypto index
$10,940
Outperformance
+$839
Versus Benchmarks
Return and risk side by side
- Total return Since inception
- +25.19%
- +8.4pp
- Annualised CAGR
- +10.4%
- +3.3pp
- Volatility 30-day realised
- 3.14%
- +0.3pp
- Max drawdown Peak to trough
- −18.4%
- +6.2pp
- Sharpe ratio Risk-adjusted
- 1.42
- +0.28
- Win rate Positive months
- 71%
- +8pp
You beat Bitcoin on return and drawdown, but with slightly higher volatility. The Sharpe advantage of +0.28 says the extra return more than compensated for the extra risk.
Benchmark
Bitcoin
Tracking error
6.8%
Monthly Returns
Every month since inception
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | — | +2.1 | −3.4 | +6.8 | −7.2 | +1.4 | +5.6 | −2.8 | +11.2 | +8.4 | −4.1 |
| 2025 | +7.4 | −12.6 | +3.2 | +9.1 | −1.8 | +4.6 | +6.2 | −6.4 | +2.8 | +13.4 | +4.2 | +5.8 |
| 2026 | +3.1 | +5.4 | −1.6 | +10.8 | −5.2 | +8.6 | +4.4 | — | — | — | — | — |
By year
- 2024 10 months
- +18.2%
- 6 / 10 up
- 2025 12 months
- +34.6%
- 9 / 12 up
- 2026 7 months so far
- +26.4%
- 5 / 7 up
Best month
+13.4%
Oct 2025
Worst month
−12.6%
Feb 2025
Positive months
22 / 31
71% win rate
Avg. month
+2.8%
median +4.2%
Return Attribution
Where the +25.19% came from
Most of the return came from being in the market at all (12.8pp of beta). Asset selection added a further 14.2pp — that portion is genuinely attributable to your choices.
- Selection effect
- +14.2pp
- Market beta
- +12.8pp
- Timing
- +1.4pp
- Fees & slippage
- −3.2pp
Rolling Metrics
90-day rolling Sharpe and volatility
Sharpe
Volatility
Sharpe has improved steadily while volatility fell — returns are becoming more consistent rather than simply larger. The February 2025 dip corresponds to the −12.6% month.
- Current Sharpe
- 1.42
- Peak Sharpe
- 1.68 · Jun 2026
- Lowest Sharpe
- 0.34 · Feb 2025
- Volatility trend
- Declining