+66.4%
FBTC vs TRU
+16.4%
+50.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.1% | -6.5% | +7.6% | +3.1% |
| 30D | +22.3% | -2.5% | +24.8% | +23.2% |
| 3M | +26.0% | +10.4% | +15.6% | +21.8% |
| 6M | +13.2% | +1.6% | +11.5% | +11.4% |
| YTD | -10.7% | -9.7% | -1.0% | -9.1% |
| 1Y | -30.0% | -17.3% | -12.7% | -26.8% |
| All | +66.4% | +16.4% | +50.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling