-26.9%
UPS vs FBTC
+62.0%
-88.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.7% | +1.1% | -4.8% | -3.8% |
| 30D | -3.7% | +22.3% | -26.0% | -5.3% |
| 3M | -6.6% | +26.0% | -32.5% | -8.3% |
| 6M | +2.6% | +13.2% | -10.6% | +1.2% |
| YTD | +4.8% | -10.7% | +15.5% | +5.1% |
| 1Y | +25.3% | -30.0% | +55.2% | +28.5% |
| All | -26.9% | +62.0% | -88.9% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling