+64.0%
FBTC vs NTRS
+141.9%
-77.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | -5.8% | +0.3% | -6.2% | -6.0% |
| 30D | +21.4% | +0.2% | +21.3% | +21.1% |
| 3M | +24.5% | +13.2% | +11.3% | +16.4% |
| 6M | +9.9% | +36.9% | -27.1% | -8.6% |
| YTD | -12.0% | +39.1% | -51.1% | -27.0% |
| 1Y | -32.3% | +50.4% | -82.8% | -46.3% |
| All | +64.0% | +141.9% | -77.8% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling