+61.2%
FBTC vs REPL
+147.4%
-86.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | -1.2% | +22.8% | -24.0% | -1.4% |
| 30D | -9.1% | +63.8% | -72.9% | -9.6% |
| 3M | +17.6% | +68.1% | -50.6% | +16.9% |
| 6M | -7.1% | +528.5% | -535.6% | -10.2% |
| YTD | -13.6% | +122.4% | -136.0% | -15.9% |
| 1Y | -25.1% | +154.4% | -179.4% | -27.3% |
| All | +61.2% | +147.4% | -86.2% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling