+26.9%
UL vs FBTC
+62.5%
-35.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -1.3% | +1.5% | -2.9% | -1.3% |
| 30D | +0.9% | +20.7% | -19.8% | +0.9% |
| 3M | +14.2% | +23.7% | -9.4% | +14.2% |
| 6M | -3.2% | +15.0% | -18.2% | -3.1% |
| YTD | -0.3% | -10.5% | +10.2% | -0.3% |
| 1Y | -8.8% | -30.3% | +21.5% | -8.5% |
| All | +26.9% | +62.5% | -35.6% | +23.2% |
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