+31.9%
BURL vs FBTC
+54.8%
-22.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.6% | +4.4% |
| 7D | +7.7% | -2.4% | +10.1% | +8.1% |
| 30D | -7.1% | -9.1% | +2.0% | -5.9% |
| 3M | -30.3% | +15.0% | -45.3% | -31.9% |
| 6M | -15.5% | -6.9% | -8.7% | -14.9% |
| YTD | -11.0% | -14.7% | +3.7% | -9.8% |
| 1Y | -8.4% | -28.1% | +19.7% | -5.0% |
| All | +31.9% | +54.8% | -22.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling