-55.9%
ILMN vs VSXY
+37.5%
-93.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +7.0% | -18.7% | +25.7% | +10.8% |
| 3M | +24.2% | -4.0% | +28.2% | +23.9% |
| 6M | +69.9% | +67.5% | +2.4% | +47.2% |
| YTD | +57.4% | +39.7% | +17.8% | +40.0% |
| 1Y | +107.9% | +180.0% | -72.1% | +56.7% |
| 3Y | +37.1% | +337.3% | -300.1% | -13.7% |
| 5Y | -53.7% | +22.7% | -76.4% | -63.6% |
| All | -55.9% | +37.5% | -93.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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