+61.0%
ILMN vs FBTC
+54.8%
+6.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | -20.6% | -9.1% | -11.5% | -19.3% |
| 3M | +17.5% | +15.0% | +2.4% | +15.8% |
| 6M | +55.6% | -6.9% | +62.5% | +56.9% |
| YTD | +68.3% | -14.7% | +83.0% | +71.7% |
| 1Y | +81.1% | -28.1% | +109.2% | +89.3% |
| All | +61.0% | +54.8% | +6.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling