+28.1%
VRTX vs FBTC
+54.8%
-26.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | +8.0% | -9.1% | +17.1% | +8.6% |
| 3M | +11.0% | +15.0% | -4.0% | +9.9% |
| 6M | +28.2% | -6.9% | +35.0% | +28.3% |
| YTD | +21.5% | -14.7% | +36.2% | +21.4% |
| 1Y | +34.5% | -28.1% | +62.6% | +35.2% |
| All | +28.1% | +54.8% | -26.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling