+224.1%
UMC vs FBTC
+60.2%
+163.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +9.0% | -3.1% | +12.1% | +9.4% |
| 30D | +17.2% | +22.0% | -4.8% | +14.1% |
| 3M | +11.4% | +21.6% | -10.2% | +8.5% |
| 6M | +137.5% | +9.2% | +128.3% | +134.2% |
| YTD | +193.1% | -11.8% | +204.9% | +193.5% |
| 1Y | +240.3% | -32.7% | +273.0% | +250.6% |
| All | +224.1% | +60.2% | +163.9% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling