+64.0%
FBTC vs VCLT
+2.9%
+61.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.8% |
| 7D | -5.8% | -1.3% | -4.5% | -5.2% |
| 30D | +21.4% | -1.1% | +22.5% | +22.1% |
| 3M | +24.5% | -3.7% | +28.1% | +26.8% |
| 6M | +9.9% | -4.0% | +13.9% | +12.1% |
| YTD | -12.0% | -3.4% | -8.6% | -10.5% |
| 1Y | -32.3% | -4.1% | -28.2% | -30.9% |
| All | +64.0% | +2.9% | +61.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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