+24.6%
BURL vs FBTC
+42.6%
-18.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -3.1% |
| 7D | -1.6% | -9.2% | +7.6% | -0.2% |
| 30D | -7.7% | -15.8% | +8.0% | -5.4% |
| 3M | -31.7% | +8.7% | -40.3% | -32.6% |
| 6M | -15.2% | -13.6% | -1.5% | -13.6% |
| YTD | -15.9% | -21.5% | +5.6% | -13.8% |
| 1Y | -14.2% | -29.9% | +15.7% | -10.6% |
| All | +24.6% | +42.6% | -18.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling