-55.7%
ILMN vs VSXY
+93.0%
-148.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.9% | -1.7% | -1.1% | -2.6% |
| 30D | -23.8% | +20.1% | -43.9% | -26.4% |
| 3M | +7.5% | +16.6% | -9.1% | +3.8% |
| 6M | +42.8% | +134.9% | -92.2% | +16.2% |
| YTD | +57.8% | +96.0% | -38.2% | +31.6% |
| 1Y | +72.6% | +203.8% | -131.2% | +29.4% |
| 3Y | +129.3% | +465.3% | -336.0% | +38.8% |
| 5Y | -44.5% | +106.3% | -150.8% | -59.9% |
| All | -55.7% | +93.0% | -148.8% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling