+70.6%
SCHW vs FBTC
+59.7%
+10.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.9% |
| 7D | -2.8% | -5.8% | +3.1% | -2.1% |
| 30D | -0.1% | +21.4% | -21.5% | -2.4% |
| 3M | +20.6% | +24.5% | -3.9% | +17.3% |
| 6M | +15.9% | +9.9% | +6.1% | +14.2% |
| YTD | +8.5% | -12.0% | +20.5% | +9.3% |
| 1Y | +17.8% | -32.3% | +50.2% | +22.0% |
| All | +70.6% | +59.7% | +10.9% | +54.1% |
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