+253.0%
VST vs FBTC
+47.7%
+205.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.0% |
| 7D | +19.2% | -6.3% | +25.4% | +21.1% |
| 30D | -17.2% | -14.3% | -2.9% | -13.7% |
| 3M | -8.1% | +12.6% | -20.7% | -11.7% |
| 6M | -8.1% | -11.8% | +3.7% | -5.7% |
| YTD | -16.3% | -18.6% | +2.4% | -12.9% |
| 1Y | -24.1% | -29.9% | +5.8% | -17.8% |
| All | +253.0% | +47.7% | +205.3% | +237.0% |
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