+143.2%
UAL vs FBTC
+62.5%
+80.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +3.5% | +1.5% | +1.9% | +2.9% |
| 30D | -16.5% | +20.7% | -37.1% | -21.7% |
| 3M | +2.8% | +23.7% | -20.9% | -4.6% |
| 6M | +17.6% | +15.0% | +2.5% | +11.4% |
| YTD | -3.2% | -10.5% | +7.3% | -1.6% |
| 1Y | +0.4% | -30.3% | +30.7% | +10.6% |
| All | +143.2% | +62.5% | +80.7% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling