+25.7%
JD vs FBTC
+56.9%
-31.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | -1.2% | +14.6% | +13.5% |
| 30D | +7.7% | -9.1% | +16.8% | +9.4% |
| 3M | -11.3% | +17.6% | -28.8% | -14.3% |
| 6M | -5.1% | -7.1% | +1.9% | -4.4% |
| YTD | +5.0% | -13.6% | +18.6% | +6.6% |
| 1Y | -5.6% | -25.1% | +19.4% | -1.6% |
| All | +25.7% | +56.9% | -31.2% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling