+113.2%
JPM vs FBTC
+47.7%
+65.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.4% |
| 7D | +1.6% | -6.3% | +7.9% | +2.5% |
| 30D | +3.4% | -14.3% | +17.7% | +5.5% |
| 3M | -5.7% | +12.6% | -18.2% | -7.4% |
| 6M | +13.5% | -11.8% | +25.4% | +15.1% |
| YTD | +8.4% | -18.6% | +27.1% | +10.3% |
| 1Y | +9.1% | -29.9% | +39.0% | +13.1% |
| All | +113.2% | +47.7% | +65.5% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling