+64.5%
FBTC vs EXEL
+147.4%
-82.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | +22.0% | +11.4% | +10.6% | +20.9% |
| 3M | +21.6% | +4.9% | +16.7% | +21.1% |
| 6M | +9.2% | +34.4% | -25.2% | +6.5% |
| YTD | -11.8% | +28.0% | -39.8% | -13.8% |
| 1Y | -32.7% | +43.6% | -76.3% | -34.9% |
| All | +64.5% | +147.4% | -82.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling