+69.4%
VUG vs FBTC
+59.7%
+9.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -1.9% | -5.8% | +3.9% | -0.9% |
| 30D | -1.6% | +21.4% | -23.0% | -4.9% |
| 3M | +4.4% | +24.5% | -20.1% | +0.4% |
| 6M | +13.2% | +9.9% | +3.3% | +11.0% |
| YTD | +7.5% | -12.0% | +19.5% | +8.5% |
| 1Y | +12.5% | -32.3% | +44.8% | +18.0% |
| All | +69.4% | +59.7% | +9.7% | +59.1% |
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 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