+53.4%
EFA vs FBTC
+59.7%
-6.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -2.4% | -5.8% | +3.5% | -1.7% |
| 30D | -2.2% | +21.4% | -23.7% | -4.3% |
| 3M | +5.7% | +24.5% | -18.8% | +3.2% |
| 6M | +8.2% | +9.9% | -1.7% | +6.8% |
| YTD | +11.8% | -12.0% | +23.8% | +12.2% |
| 1Y | +18.3% | -32.3% | +50.6% | +21.4% |
| All | +53.4% | +59.7% | -6.3% | +46.7% |
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