+46.4%
FBTC vs TRU
+22.7%
+23.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -15.8% | +21.3% | -37.1% | -20.4% |
| 3M | +8.7% | +0.2% | +8.4% | +8.2% |
| 6M | -13.6% | +22.4% | -36.0% | -19.6% |
| YTD | -21.5% | -4.8% | -16.6% | -21.6% |
| 1Y | -29.9% | -0.2% | -29.7% | -31.3% |
| All | +46.4% | +22.7% | +23.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling