+61.2%
FBTC vs ALK
+5.3%
+55.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.2% | +9.0% | -10.3% | -3.7% |
| 30D | -9.1% | -1.6% | -7.5% | -9.0% |
| 3M | +17.6% | -23.2% | +40.7% | +26.1% |
| 6M | -7.1% | -3.9% | -3.2% | -8.4% |
| YTD | -13.6% | -22.6% | +9.0% | -9.4% |
| 1Y | -25.1% | -5.3% | -19.7% | -27.3% |
| All | +61.2% | +5.3% | +55.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling