+102.4%
WMT vs FBTC
+59.7%
+42.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.4% |
| 30D | -6.4% | +21.4% | -27.8% | -6.7% |
| 3M | -12.1% | +24.5% | -36.6% | -12.5% |
| 6M | -15.0% | +9.9% | -24.8% | -15.1% |
| YTD | -4.5% | -12.0% | +7.5% | -4.2% |
| 1Y | +6.2% | -32.3% | +38.5% | +7.4% |
| All | +102.4% | +59.7% | +42.7% | +99.2% |
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