+60.1%
USB vs FBTC
+65.8%
-5.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.5% |
| 7D | +2.4% | -1.8% | +4.2% | +2.6% |
| 30D | +6.6% | -6.6% | +13.2% | +7.5% |
| 3M | -4.1% | +24.5% | -28.6% | -7.3% |
| 6M | +12.5% | -0.2% | +12.6% | +12.2% |
| YTD | +17.6% | -8.7% | +26.3% | +18.0% |
| 1Y | +36.5% | -20.7% | +57.2% | +39.9% |
| All | +60.1% | +65.8% | -5.6% | +36.5% |
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