-99.6%
ILLR vs VT
+144.1%
-243.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.4% |
| 7D | -17.3% | +1.0% | -18.4% | -17.8% |
| 30D | -30.8% | -0.2% | -30.5% | -30.7% |
| 3M | -75.5% | +4.5% | -80.0% | -76.0% |
| 6M | -58.5% | +14.1% | -72.5% | -60.7% |
| YTD | +153.1% | +14.8% | +138.4% | +140.2% |
| 1Y | -84.6% | +21.2% | -105.8% | -85.5% |
| 3Y | -94.9% | +76.6% | -171.5% | -95.3% |
| 5Y | -99.6% | +66.6% | -166.2% | -99.7% |
| All | -99.6% | +144.1% | -243.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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