+66.4%
FBTC vs UDR
+3.8%
+62.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | +22.3% | -5.6% | +27.9% | +24.5% |
| 3M | +26.0% | -9.4% | +35.4% | +29.8% |
| 6M | +13.2% | -3.0% | +16.1% | +13.3% |
| YTD | -10.7% | -0.4% | -10.4% | -11.5% |
| 1Y | -30.0% | -5.1% | -24.8% | -29.1% |
| All | +66.4% | +3.8% | +62.6% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling