+61.1%
EWJ vs FBTC
+60.2%
+1.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.3% | -3.1% | +3.4% | +0.6% |
| 30D | +0.8% | +22.0% | -21.2% | -1.5% |
| 3M | +7.5% | +21.6% | -14.1% | +5.1% |
| 6M | +15.6% | +9.2% | +6.4% | +14.1% |
| YTD | +22.7% | -11.8% | +34.5% | +23.0% |
| 1Y | +26.4% | -32.7% | +59.1% | +29.4% |
| All | +61.1% | +60.2% | +1.0% | +57.5% |
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 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