+56.0%
ILMN vs VT
+214.8%
-158.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -3.2% |
| 7D | -28.3% | -4.2% | -24.1% | -24.1% |
| 30D | -24.0% | -5.8% | -18.2% | -17.7% |
| 3M | +4.1% | -5.2% | +9.3% | +11.9% |
| 6M | +49.6% | +0.1% | +49.4% | +49.8% |
| YTD | +58.6% | +8.2% | +50.4% | +43.5% |
| 1Y | +69.9% | +10.1% | +59.8% | +50.5% |
| 3Y | +82.9% | +69.7% | +13.2% | -3.5% |
| 5Y | -47.6% | +53.4% | -101.0% | -68.3% |
| All | +56.0% | +214.8% | -158.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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