+64.5%
FBTC vs NTRS
+144.4%
-79.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.8% |
| 30D | +22.0% | -0.7% | +22.7% | +22.3% |
| 3M | +21.6% | +11.3% | +10.3% | +14.7% |
| 6M | +9.2% | +35.5% | -26.3% | -8.5% |
| YTD | -11.8% | +40.6% | -52.4% | -27.2% |
| 1Y | -32.7% | +49.2% | -81.9% | -46.3% |
| All | +64.5% | +144.4% | -79.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling