-24.6%
UPS vs FBTC
+65.3%
-89.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -1.0% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | -3.5% | +23.0% | -26.5% | -5.1% |
| 3M | -5.7% | +25.6% | -31.3% | -7.4% |
| 6M | -4.4% | +9.0% | -13.4% | -5.4% |
| YTD | +8.0% | -8.9% | +17.0% | +8.2% |
| 1Y | +29.0% | -27.5% | +56.6% | +31.9% |
| All | -24.6% | +65.3% | -89.9% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling