+69.8%
FBTC vs CAPR
+79.4%
-9.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | +2.9% | -2.0% | +4.9% | +2.9% |
| 30D | +23.0% | +139.2% | -116.2% | +21.8% |
| 3M | +25.6% | -66.4% | +92.0% | +26.1% |
| 6M | +9.0% | -63.1% | +72.1% | +9.3% |
| YTD | -8.9% | -67.4% | +58.5% | -8.6% |
| 1Y | -27.5% | +58.2% | -85.8% | -30.3% |
| All | +69.8% | +79.4% | -9.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling