-27.5%
FBTC vs JAAA
+4.9%
-32.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -3.5% |
| 7D | +2.9% | +0.2% | +2.7% | +0.7% |
| 30D | +23.0% | +0.5% | +22.5% | +15.4% |
| 3M | +25.6% | +1.3% | +24.3% | +7.4% |
| 6M | +9.0% | +2.7% | +6.3% | -21.8% |
| YTD | -8.9% | +3.2% | -12.1% | -34.0% |
| 1Y | -27.5% | +4.9% | -32.5% | -48.0% |
| All | -27.5% | +4.9% | -32.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling