+66.4%
FBTC vs EFV
+76.1%
-9.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.7% |
| 30D | +22.3% | 0.0% | +22.3% | +22.4% |
| 3M | +26.0% | +8.4% | +17.6% | +17.0% |
| 6M | +13.2% | +12.3% | +0.8% | +1.7% |
| YTD | -10.7% | +17.4% | -28.1% | -22.8% |
| 1Y | -30.0% | +27.1% | -57.1% | -43.5% |
| All | +66.4% | +76.1% | -9.7% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling