+66.4%
FBTC vs FLR
+44.8%
+21.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | +22.3% | +4.9% | +17.3% | +20.5% |
| 3M | +26.0% | +10.8% | +15.2% | +21.1% |
| 6M | +13.2% | +19.7% | -6.5% | +4.8% |
| YTD | -10.7% | +38.4% | -49.1% | -21.3% |
| 1Y | -30.0% | +34.7% | -64.6% | -37.7% |
| All | +66.4% | +44.8% | +21.6% | +39.6% |
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