+150.2%
UAL vs FBTC
+65.3%
+84.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.3% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | -16.1% | +23.0% | -39.1% | -21.8% |
| 3M | +6.1% | +25.6% | -19.4% | -2.1% |
| 6M | +10.8% | +9.0% | +1.8% | +7.0% |
| YTD | -0.4% | -8.9% | +8.6% | +0.7% |
| 1Y | +5.0% | -27.5% | +32.6% | +14.2% |
| All | +150.2% | +65.3% | +84.9% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling