+66.4%
FBTC vs EXR
-3.0%
+69.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.4% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | +22.3% | -7.5% | +29.8% | +24.8% |
| 3M | +26.0% | -7.5% | +33.5% | +28.4% |
| 6M | +13.2% | -5.2% | +18.3% | +14.2% |
| YTD | -10.7% | +6.5% | -17.3% | -12.8% |
| 1Y | -30.0% | -2.0% | -27.9% | -30.0% |
| All | +66.4% | -3.0% | +69.4% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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