-29.9%
FBTC vs REPL
+144.6%
-174.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -9.2% | +1.2% | -10.4% | -9.2% |
| 30D | -15.8% | +92.2% | -108.0% | -15.5% |
| 3M | +8.7% | +44.1% | -35.4% | +8.8% |
| 6M | -13.6% | +313.0% | -326.6% | -13.2% |
| YTD | -21.5% | +125.2% | -146.7% | -23.1% |
| 1Y | -29.9% | +143.8% | -173.7% | -33.5% |
| All | -29.9% | +144.6% | -174.5% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling