+56.7%
FBTC vs EXR
+15.0%
+41.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -5.4% | +1.7% | -7.1% | -5.8% |
| 30D | -10.5% | +18.0% | -28.5% | -14.3% |
| 3M | +15.1% | +9.7% | +5.4% | +12.3% |
| 6M | -8.3% | +13.4% | -21.7% | -11.6% |
| YTD | -16.0% | +26.3% | -42.3% | -21.6% |
| 1Y | -30.7% | +27.6% | -58.3% | -35.6% |
| All | +56.7% | +15.0% | +41.7% | +42.2% |
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