+64.5%
FBTC vs FDS
-42.1%
+106.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -3.1% | -14.0% | +10.9% | -0.4% |
| 30D | +22.0% | -6.2% | +28.3% | +23.6% |
| 3M | +21.6% | +10.2% | +11.5% | +18.9% |
| 6M | +9.2% | +27.4% | -18.2% | +1.6% |
| YTD | -11.8% | -9.3% | -2.5% | -8.8% |
| 1Y | -32.7% | -28.6% | -4.0% | -24.1% |
| All | +64.5% | -42.1% | +106.6% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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