+46.4%
FBTC vs FLR
+29.4%
+17.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -9.2% | +5.4% | -14.5% | -10.5% |
| 30D | -15.8% | +2.8% | -18.6% | -16.6% |
| 3M | +8.7% | -6.4% | +15.1% | +10.1% |
| 6M | -13.6% | +8.8% | -22.4% | -17.2% |
| YTD | -21.5% | +23.6% | -45.1% | -28.8% |
| 1Y | -29.9% | +13.8% | -43.7% | -34.8% |
| All | +46.4% | +29.4% | +17.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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