+46.4%
FBTC vs VIG
+54.9%
-8.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -9.2% | +3.5% | -12.7% | -13.2% |
| 30D | -15.8% | +4.9% | -20.7% | -20.9% |
| 3M | +8.7% | +2.5% | +6.1% | +5.2% |
| 6M | -13.6% | +11.0% | -24.6% | -24.9% |
| YTD | -21.5% | +16.0% | -37.4% | -35.1% |
| 1Y | -29.9% | +17.5% | -47.5% | -43.0% |
| All | +46.4% | +54.9% | -8.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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