-20.7%
FBTC vs UMAC
+2.9%
-23.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.9% | +13.7% | +3.7% |
| 7D | -1.8% | -26.0% | +24.3% | +0.6% |
| 30D | -6.6% | -40.3% | +33.7% | -2.9% |
| 3M | +24.5% | -51.1% | +75.7% | +30.2% |
| 6M | -0.2% | -5.6% | +5.5% | -8.3% |
| YTD | -8.7% | +2.3% | -11.0% | -24.2% |
| 1Y | -20.7% | +7.9% | -28.6% | -35.5% |
| All | -20.7% | +2.9% | -23.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling