+80.1%
LLY vs FBTC
+62.5%
+17.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -3.1% | +1.5% | -4.7% | -3.2% |
| 30D | -5.1% | +20.7% | -25.8% | -6.1% |
| 3M | -2.1% | +23.7% | -25.7% | -3.3% |
| 6M | +13.8% | +15.0% | -1.2% | +12.9% |
| YTD | +5.1% | -10.5% | +15.6% | +5.1% |
| 1Y | +53.1% | -30.3% | +83.4% | +55.0% |
| All | +80.1% | +62.5% | +17.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling