+64.5%
FBTC vs UDR
+3.0%
+61.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | +22.0% | -5.3% | +27.3% | +24.1% |
| 3M | +21.6% | -9.5% | +31.2% | +25.3% |
| 6M | +9.2% | -0.7% | +9.9% | +8.3% |
| YTD | -11.8% | -1.2% | -10.6% | -12.4% |
| 1Y | -32.7% | -5.7% | -26.9% | -31.7% |
| All | +64.5% | +3.0% | +61.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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