-20.5%
USAR vs FBTC
+54.5%
-75.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +0.8% | -6.8% | +7.6% | +2.9% |
| 30D | -30.1% | -9.9% | -20.2% | -27.9% |
| 3M | -56.3% | +17.5% | -73.8% | -57.8% |
| 6M | -68.6% | -9.1% | -59.5% | -67.8% |
| YTD | -30.5% | -14.9% | -15.7% | -28.9% |
| 1Y | -53.5% | -27.6% | -25.9% | -51.9% |
| All | -20.5% | +54.5% | -75.0% | -19.2% |
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