+66.9%
FBTC vs TRU
+17.3%
+49.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.9% |
| 7D | +1.5% | -7.2% | +8.7% | +3.7% |
| 30D | +20.7% | -2.8% | +23.5% | +21.7% |
| 3M | +23.7% | +13.0% | +10.6% | +18.7% |
| 6M | +15.0% | +0.7% | +14.3% | +13.7% |
| YTD | -10.5% | -9.0% | -1.5% | -9.1% |
| 1Y | -30.3% | -16.3% | -13.9% | -27.4% |
| All | +66.9% | +17.3% | +49.5% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling