+21.2%
VRTX vs FBTC
+62.0%
-40.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -6.4% | +1.1% | -7.5% | -6.5% |
| 30D | -0.5% | +22.3% | -22.8% | -1.8% |
| 3M | +16.9% | +26.0% | -9.1% | +15.2% |
| 6M | +13.1% | +13.2% | -0.1% | +12.0% |
| YTD | +14.9% | -10.7% | +25.7% | +14.6% |
| 1Y | +31.4% | -30.0% | +61.4% | +32.1% |
| All | +21.2% | +62.0% | -40.9% | +20.0% |
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