+69.8%
USAR vs FBTC
+62.5%
+7.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | -8.6% | +20.7% | -29.3% | -12.9% |
| 3M | -20.5% | +23.7% | -44.1% | -24.5% |
| 6M | +1.2% | +15.0% | -13.8% | -1.7% |
| YTD | +48.4% | -10.5% | +58.9% | +49.1% |
| 1Y | +30.6% | -30.3% | +60.9% | +32.7% |
| All | +69.8% | +62.5% | +7.3% | +69.4% |
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