+64.0%
FBTC vs RRC
+41.7%
+22.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -5.8% | -1.2% | -4.7% | -5.6% |
| 30D | +21.4% | +3.0% | +18.4% | +20.5% |
| 3M | +24.5% | +7.3% | +17.2% | +21.8% |
| 6M | +9.9% | +3.6% | +6.3% | +7.9% |
| YTD | -12.0% | +19.4% | -31.4% | -17.3% |
| 1Y | -32.3% | +21.4% | -53.8% | -37.1% |
| All | +64.0% | +41.7% | +22.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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