+64.0%
FBTC vs UDR
+3.1%
+61.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | -3.4% | -2.4% | -4.8% |
| 30D | +21.4% | -5.4% | +26.8% | +23.6% |
| 3M | +24.5% | -10.0% | +34.4% | +28.5% |
| 6M | +9.9% | -2.5% | +12.4% | +9.8% |
| YTD | -12.0% | -1.1% | -10.9% | -12.6% |
| 1Y | -32.3% | -3.9% | -28.4% | -32.0% |
| All | +64.0% | +3.1% | +61.0% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling