+61.2%
FBTC vs URA
+20.4%
+40.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -2.0% |
| 7D | -1.2% | -4.1% | +2.9% | +0.2% |
| 30D | -9.1% | -19.0% | +9.9% | -2.2% |
| 3M | +17.6% | -25.1% | +42.7% | +29.5% |
| 6M | -7.1% | -44.5% | +37.4% | +12.8% |
| YTD | -13.6% | -24.3% | +10.8% | -5.8% |
| 1Y | -25.1% | -28.1% | +3.0% | -17.2% |
| All | +61.2% | +20.4% | +40.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling