+46.4%
FBTC vs VEU
+56.7%
-10.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -9.2% | +2.1% | -11.3% | -11.3% |
| 30D | -15.8% | -0.9% | -14.9% | -14.8% |
| 3M | +8.7% | -5.4% | +14.0% | +15.7% |
| 6M | -13.6% | -1.8% | -11.8% | -11.9% |
| YTD | -21.5% | +10.9% | -32.4% | -30.4% |
| 1Y | -29.9% | +13.6% | -43.5% | -39.5% |
| All | +46.4% | +56.7% | -10.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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