+46.4%
FBTC vs CAPR
+81.9%
-35.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.9% | +3.4% | -3.4% |
| 7D | -9.2% | +5.9% | -15.1% | -9.2% |
| 30D | -15.8% | +44.6% | -60.4% | -16.1% |
| 3M | +8.7% | +126.4% | -117.7% | +7.6% |
| 6M | -13.6% | -68.6% | +55.0% | -13.3% |
| YTD | -21.5% | -67.0% | +45.5% | -21.3% |
| 1Y | -29.9% | +65.2% | -95.1% | -32.7% |
| All | +46.4% | +81.9% | -35.4% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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