+69.3%
USAR vs FBTC
+65.3%
+4.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.2% |
| 7D | -2.1% | +2.9% | -5.0% | -2.9% |
| 30D | +2.6% | +23.0% | -20.4% | -2.6% |
| 3M | -35.0% | +25.6% | -60.6% | -38.4% |
| 6M | -6.9% | +9.0% | -15.9% | -8.8% |
| YTD | +48.0% | -8.9% | +56.9% | +48.1% |
| 1Y | +24.8% | -27.5% | +52.3% | +26.3% |
| All | +69.3% | +65.3% | +4.0% | +68.2% |
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 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