+31.5%
BURL vs FBTC
+54.5%
-23.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -0.8% | -6.8% | +6.0% | +0.2% |
| 30D | -4.4% | -9.9% | +5.4% | -3.0% |
| 3M | -28.6% | +17.5% | -46.0% | -30.4% |
| 6M | -12.3% | -9.1% | -3.2% | -11.3% |
| YTD | -11.3% | -14.9% | +3.6% | -10.1% |
| 1Y | -10.4% | -27.6% | +17.1% | -7.1% |
| All | +31.5% | +54.5% | -23.0% | +20.0% |
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