+66.9%
FBTC vs ALC
-12.8%
+79.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.4% |
| 30D | +20.7% | -3.7% | +24.4% | +21.6% |
| 3M | +23.7% | +4.6% | +19.1% | +21.8% |
| 6M | +15.0% | -14.6% | +29.6% | +19.4% |
| YTD | -10.5% | -11.9% | +1.4% | -7.9% |
| 1Y | -30.3% | -13.1% | -17.1% | -28.0% |
| All | +66.9% | -12.8% | +79.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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