-32.3%
FBTC vs MTB
+22.5%
-54.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | +21.4% | -4.6% | +26.0% | +22.2% |
| 3M | +24.5% | +7.4% | +17.0% | +21.6% |
| 6M | +9.9% | +18.7% | -8.8% | +3.6% |
| YTD | -12.0% | +21.1% | -33.1% | -16.8% |
| 1Y | -32.3% | +24.1% | -56.4% | -38.0% |
| All | -32.3% | +22.5% | -54.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling