+55.4%
ILMN vs FBTC
+56.9%
-1.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | -9.7% | -1.2% | -8.5% | -9.5% |
| 30D | -20.4% | -9.1% | -11.3% | -19.1% |
| 3M | +10.0% | +17.6% | -7.5% | +8.1% |
| 6M | +49.5% | -7.1% | +56.6% | +50.8% |
| YTD | +62.5% | -13.6% | +76.0% | +65.4% |
| 1Y | +76.0% | -25.1% | +101.1% | +82.8% |
| All | +55.4% | +56.9% | -1.6% | +43.8% |
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