-32.7%
FBTC vs EFV
+27.7%
-60.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.9% |
| 7D | -3.1% | -0.8% | -2.3% | -2.2% |
| 30D | +22.0% | +0.6% | +21.4% | +21.3% |
| 3M | +21.6% | +7.5% | +14.1% | +12.7% |
| 6M | +9.2% | +13.0% | -3.8% | -4.1% |
| YTD | -11.8% | +18.3% | -30.1% | -26.6% |
| 1Y | -32.7% | +26.7% | -59.4% | -47.4% |
| All | -32.7% | +27.7% | -60.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling