+66.9%
FBTC vs UTHR
+126.4%
-59.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +20.7% | -7.6% | +28.3% | +21.8% |
| 3M | +23.7% | -8.6% | +32.2% | +24.9% |
| 6M | +15.0% | +4.1% | +10.9% | +14.4% |
| YTD | -10.5% | +2.2% | -12.7% | -10.9% |
| 1Y | -30.3% | +26.2% | -56.4% | -31.9% |
| All | +66.9% | +126.4% | -59.5% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling