+104.2%
VGT vs FBTC
+60.2%
+44.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.2% | -3.1% | +2.9% | +0.5% |
| 30D | -0.4% | +22.0% | -22.5% | -4.7% |
| 3M | +4.4% | +21.6% | -17.2% | 0.0% |
| 6M | +32.1% | +9.2% | +22.8% | +29.0% |
| YTD | +28.8% | -11.8% | +40.6% | +30.2% |
| 1Y | +35.3% | -32.7% | +68.0% | +43.6% |
| All | +104.2% | +60.2% | +44.0% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling