+46.9%
SCHD vs FBTC
+59.7%
-12.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -3.1% | -5.8% | +2.7% | -2.8% |
| 30D | -0.8% | +21.4% | -22.2% | -2.0% |
| 3M | +6.2% | +24.5% | -18.3% | +4.7% |
| 6M | +11.8% | +9.9% | +1.9% | +10.9% |
| YTD | +26.0% | -12.0% | +38.0% | +26.6% |
| 1Y | +28.1% | -32.3% | +60.5% | +31.1% |
| All | +46.9% | +59.7% | -12.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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