+64.5%
FBTC vs UTHR
+126.0%
-61.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -3.1% | +1.9% | -5.1% | -3.3% |
| 30D | +22.0% | -2.9% | +24.9% | +22.4% |
| 3M | +21.6% | -8.9% | +30.5% | +22.9% |
| 6M | +9.2% | -8.7% | +18.0% | +10.3% |
| YTD | -11.8% | +2.0% | -13.8% | -12.1% |
| 1Y | -32.7% | +22.8% | -55.5% | -34.1% |
| All | +64.5% | +126.0% | -61.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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