-15.3%
FBTC vs ADVB
-97.5%
+82.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.5% |
| 7D | -1.2% | -13.9% | +12.7% | -1.0% |
| 30D | -9.1% | -68.1% | +59.0% | -7.8% |
| 3M | +17.6% | -73.4% | +90.9% | +19.2% |
| 6M | -7.1% | -70.8% | +63.7% | -7.8% |
| YTD | -13.6% | -66.1% | +52.5% | -15.7% |
| 1Y | -25.1% | -77.5% | +52.4% | -26.2% |
| All | -15.3% | -97.5% | +82.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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