+64.0%
FBTC vs VIG
+45.7%
+18.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.8% |
| 7D | -5.8% | -2.2% | -3.6% | -3.0% |
| 30D | +21.4% | -3.2% | +24.6% | +26.7% |
| 3M | +24.5% | +3.0% | +21.4% | +19.5% |
| 6M | +9.9% | +8.1% | +1.8% | -1.0% |
| YTD | -12.0% | +9.1% | -21.1% | -21.1% |
| 1Y | -32.3% | +12.6% | -44.9% | -41.5% |
| All | +64.0% | +45.7% | +18.4% | -1.6% |
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