+46.4%
FBTC vs RACE
+19.3%
+27.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.9% |
| 7D | -9.2% | -1.2% | -8.0% | -8.9% |
| 30D | -15.8% | +6.1% | -21.9% | -17.1% |
| 3M | +8.7% | -0.3% | +8.9% | +8.8% |
| 6M | -13.6% | +23.4% | -37.1% | -18.4% |
| YTD | -21.5% | +12.5% | -34.0% | -24.4% |
| 1Y | -29.9% | -0.5% | -29.5% | -29.9% |
| All | +46.4% | +19.3% | +27.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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