+64.5%
FBTC vs JAAA
+16.4%
+48.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | -0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.6% |
| 30D | +22.0% | +0.5% | +21.5% | +18.4% |
| 3M | +21.6% | +1.3% | +20.4% | +13.1% |
| 6M | +9.2% | +2.8% | +6.4% | -6.7% |
| YTD | -11.8% | +3.3% | -15.0% | -26.0% |
| 1Y | -32.7% | +4.9% | -37.6% | -47.5% |
| All | +64.5% | +16.4% | +48.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling