+53.9%
ILMN vs FBTC
+62.5%
-8.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | +1.9% | +1.5% | +0.3% | +1.7% |
| 30D | +12.3% | +20.7% | -8.4% | +9.7% |
| 3M | +33.5% | +23.7% | +9.9% | +29.9% |
| 6M | +69.4% | +15.0% | +54.3% | +66.0% |
| YTD | +60.9% | -10.5% | +71.4% | +62.6% |
| 1Y | +115.0% | -30.3% | +145.2% | +125.2% |
| All | +53.9% | +62.5% | -8.6% | +41.4% |
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 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