+66.4%
FBTC vs CHD
+1.9%
+64.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.5% |
| 7D | +1.1% | -4.2% | +5.3% | +0.5% |
| 30D | +22.3% | -7.6% | +29.8% | +20.8% |
| 3M | +26.0% | -1.6% | +27.6% | +25.9% |
| 6M | +13.2% | -6.3% | +19.5% | +12.6% |
| YTD | -10.7% | +14.6% | -25.3% | -9.7% |
| 1Y | -30.0% | +1.6% | -31.6% | -30.1% |
| All | +66.4% | +1.9% | +64.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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