+64.5%
FBTC vs EXPD
+59.5%
+5.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | +22.0% | +4.4% | +17.6% | +21.2% |
| 3M | +21.6% | +15.7% | +5.9% | +18.8% |
| 6M | +9.2% | +37.5% | -28.3% | +3.5% |
| YTD | -11.8% | +29.9% | -41.7% | -15.6% |
| 1Y | -32.7% | +57.8% | -90.5% | -37.5% |
| All | +64.5% | +59.5% | +5.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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