-20.7%
FBTC vs NTRS
+43.5%
-64.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.3% |
| 7D | -1.8% | +3.6% | -5.3% | -3.4% |
| 30D | -6.6% | +4.3% | -10.9% | -8.5% |
| 3M | +24.5% | -1.9% | +26.5% | +24.8% |
| 6M | -0.2% | +11.4% | -11.6% | -7.2% |
| YTD | -8.7% | +32.3% | -41.0% | -26.1% |
| 1Y | -20.7% | +42.5% | -63.3% | -40.1% |
| All | -20.7% | +43.5% | -64.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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