-26.3%
UPS vs FBTC
+59.7%
-86.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -3.4% | -5.8% | +2.4% | -3.0% |
| 30D | -2.7% | +21.4% | -24.2% | -4.2% |
| 3M | -1.6% | +24.5% | -26.1% | -3.3% |
| 6M | +2.3% | +9.9% | -7.5% | +1.2% |
| YTD | +5.6% | -12.0% | +17.6% | +6.0% |
| 1Y | +27.1% | -32.3% | +59.4% | +30.7% |
| All | -26.3% | +59.7% | -86.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling