+51.7%
FBTC vs REPL
+151.5%
-99.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -6.3% | +9.8% | -16.0% | -6.3% |
| 30D | -14.3% | +81.5% | -95.8% | -14.8% |
| 3M | +12.6% | +44.2% | -31.7% | +12.1% |
| 6M | -11.8% | +437.4% | -449.2% | -14.4% |
| YTD | -18.6% | +126.1% | -144.8% | -20.9% |
| 1Y | -29.9% | +143.1% | -173.1% | -31.9% |
| All | +51.7% | +151.5% | -99.8% | +48.2% |
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