+59.7%
ILMN vs VCLT
+20.7%
+39.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.9% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -22.7% | +2.3% | -25.0% | -24.0% |
| 3M | +12.1% | -1.1% | +13.1% | +12.7% |
| 6M | +51.5% | -4.2% | +55.6% | +55.8% |
| YTD | +63.9% | -3.4% | +67.2% | +67.8% |
| 1Y | +76.6% | -3.8% | +80.3% | +81.3% |
| 3Y | +124.6% | +14.7% | +109.9% | +106.7% |
| 5Y | -42.7% | -16.7% | -26.0% | -38.8% |
| 10Y | +59.7% | +20.5% | +39.2% | +51.1% |
| All | +59.7% | +20.7% | +39.0% | +51.1% |
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