+66.9%
FBTC vs CHD
+3.3%
+63.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -2.0% |
| 7D | +1.5% | -2.9% | +4.5% | +1.1% |
| 30D | +20.7% | -6.2% | +26.9% | +19.5% |
| 3M | +23.7% | +1.6% | +22.1% | +24.1% |
| 6M | +15.0% | -3.5% | +18.5% | +14.9% |
| YTD | -10.5% | +16.2% | -26.7% | -9.3% |
| 1Y | -30.3% | +3.4% | -33.6% | -30.2% |
| All | +66.9% | +3.3% | +63.5% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling