+12.2%
ULTA vs FBTC
+62.0%
-49.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -1.2% | +22.3% | -23.5% | -3.7% |
| 3M | +13.4% | +26.0% | -12.6% | +10.1% |
| 6M | -15.6% | +13.2% | -28.8% | -17.1% |
| YTD | -10.4% | -10.7% | +0.3% | -9.8% |
| 1Y | +5.5% | -30.0% | +35.4% | +9.7% |
| All | +12.2% | +62.0% | -49.8% | +7.1% |
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