+142.9%
JBL vs FBTC
+62.5%
+80.5%
-36.8%
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% | +0.9% |
| 7D | +4.4% | +1.5% | +2.9% | +4.1% |
| 30D | -8.4% | +20.7% | -29.1% | -11.8% |
| 3M | -14.2% | +23.7% | -37.8% | -17.8% |
| 6M | +29.6% | +15.0% | +14.6% | +25.8% |
| YTD | +37.1% | -10.5% | +47.6% | +37.9% |
| 1Y | +49.5% | -30.3% | +79.7% | +56.4% |
| All | +142.9% | +62.5% | +80.5% | +108.3% |
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