+66.9%
FBTC vs REPL
+69.0%
-2.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +1.5% | -5.7% | +7.3% | +1.6% |
| 30D | +20.7% | +22.5% | -1.8% | +20.4% |
| 3M | +23.7% | +64.7% | -41.0% | +22.7% |
| 6M | +15.0% | +83.0% | -68.0% | +12.1% |
| YTD | -10.5% | +52.0% | -62.5% | -12.6% |
| 1Y | -30.3% | +144.5% | -174.8% | -33.2% |
| All | +66.9% | +69.0% | -2.1% | +63.7% |
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