+66.4%
FBTC vs URA
+74.5%
-8.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | +1.1% | +5.7% | -4.6% | -0.9% |
| 30D | +22.3% | +5.6% | +16.7% | +19.8% |
| 3M | +26.0% | +6.2% | +19.8% | +22.8% |
| 6M | +13.2% | -8.2% | +21.4% | +14.8% |
| YTD | -10.7% | +9.7% | -20.4% | -14.3% |
| 1Y | -30.0% | +17.0% | -46.9% | -35.0% |
| All | +66.4% | +74.5% | -8.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling