-10.8%
VMC vs FBTC
+11.1%
-21.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -4.3% | +2.9% | -7.2% | -4.7% |
| 30D | -8.2% | +23.0% | -31.3% | -11.3% |
| 3M | -7.0% | +25.6% | -32.6% | -10.4% |
| 6M | -10.8% | +9.0% | -19.8% | -11.3% |
| All | -10.8% | +11.1% | -21.8% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling