+71.8%
VUG vs FBTC
+65.3%
+6.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -0.3% | +23.0% | -23.3% | -3.9% |
| 3M | -0.7% | +25.6% | -26.3% | -4.6% |
| 6M | +14.6% | +9.0% | +5.6% | +12.5% |
| YTD | +9.0% | -8.9% | +18.0% | +9.5% |
| 1Y | +14.9% | -27.5% | +42.4% | +19.2% |
| All | +71.8% | +65.3% | +6.5% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling