+58.0%
ILMN vs VCLT
+22.0%
+35.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | +0.7% | -1.9% | +2.7% | +2.1% |
| 30D | -22.7% | +1.4% | -24.2% | -23.5% |
| 3M | +8.6% | -1.8% | +10.4% | +9.8% |
| 6M | +43.8% | -3.9% | +47.7% | +47.7% |
| YTD | +59.8% | -3.9% | +63.7% | +64.2% |
| 1Y | +71.8% | -4.7% | +76.5% | +77.6% |
| 3Y | +119.0% | +14.1% | +104.9% | +102.3% |
| 5Y | -43.8% | -16.6% | -27.2% | -40.0% |
| All | +58.0% | +22.0% | +35.9% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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