+56.7%
FBTC vs FDS
-27.3%
+83.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.4% | -2.0% | -3.4% | -5.0% |
| 30D | -10.5% | +13.5% | -24.0% | -12.7% |
| 3M | +15.1% | +15.2% | -0.1% | +11.8% |
| 6M | -8.3% | +47.0% | -55.3% | -15.9% |
| YTD | -16.0% | +13.9% | -29.9% | -17.0% |
| 1Y | -30.7% | +25.2% | -55.9% | -33.9% |
| All | +56.7% | -27.3% | +83.9% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling