+36.1%
BURL vs FBTC
+65.3%
-29.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | -2.8% | +2.9% | -5.7% | -3.2% |
| 30D | -28.2% | +23.0% | -51.2% | -30.4% |
| 3M | -17.6% | +25.6% | -43.2% | -20.5% |
| 6M | -11.8% | +9.0% | -20.8% | -13.2% |
| YTD | -8.1% | -8.9% | +0.8% | -7.8% |
| 1Y | -12.0% | -27.5% | +15.6% | -8.7% |
| All | +36.1% | +65.3% | -29.2% | +23.1% |
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