+59.7%
ILMN vs VO
+197.4%
-137.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -9.8% | -0.2% | -9.6% | -9.5% |
| 30D | -22.7% | +0.5% | -23.2% | -22.8% |
| 3M | +12.1% | -1.1% | +13.2% | +13.9% |
| 6M | +51.5% | +6.4% | +45.1% | +41.8% |
| YTD | +63.9% | +13.5% | +50.3% | +42.0% |
| 1Y | +76.6% | +13.6% | +63.0% | +53.1% |
| 3Y | +124.6% | +65.2% | +59.4% | +31.2% |
| 5Y | -42.7% | +37.7% | -80.4% | -58.8% |
| 10Y | +59.7% | +198.4% | -138.7% | -43.6% |
| All | +59.7% | +197.4% | -137.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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