+223.1%
EWY vs FBTC
+62.5%
+160.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +8.0% | +1.5% | +6.5% | +7.5% |
| 30D | +14.3% | +20.7% | -6.3% | +9.0% |
| 3M | +2.3% | +23.7% | -21.4% | -2.8% |
| 6M | +49.9% | +15.0% | +34.8% | +45.2% |
| YTD | +95.3% | -10.5% | +105.8% | +96.5% |
| 1Y | +161.7% | -30.3% | +192.0% | +173.4% |
| All | +223.1% | +62.5% | +160.7% | +191.8% |
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