+57.7%
EWJ vs FBTC
+59.7%
-2.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.4% |
| 7D | -1.5% | -5.8% | +4.3% | -0.8% |
| 30D | +0.2% | +21.4% | -21.3% | -2.1% |
| 3M | +8.6% | +24.5% | -15.9% | +5.9% |
| 6M | +12.1% | +9.9% | +2.3% | +10.6% |
| YTD | +20.1% | -12.0% | +32.1% | +20.4% |
| 1Y | +25.2% | -32.3% | +57.5% | +28.1% |
| All | +57.7% | +59.7% | -2.0% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling