+66.4%
FBTC vs REPL
+65.3%
+1.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +1.1% | -9.6% | +10.7% | +1.2% |
| 30D | +22.3% | +5.7% | +16.6% | +22.2% |
| 3M | +26.0% | +56.4% | -30.4% | +25.1% |
| 6M | +13.2% | +67.4% | -54.3% | +10.4% |
| YTD | -10.7% | +48.7% | -59.4% | -12.8% |
| 1Y | -30.0% | +148.3% | -178.2% | -33.0% |
| All | +66.4% | +65.3% | +1.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling