+93.9%
ILMN vs VTEB
+0.4%
+93.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -21.6% | +0.9% | -22.4% | -21.9% |
| 30D | -22.9% | +3.7% | -26.5% | -26.0% |
| 3M | +11.6% | -0.8% | +12.4% | +18.7% |
| 6M | +62.5% | -0.9% | +63.5% | +74.9% |
| YTD | +72.7% | -0.1% | +72.8% | +89.1% |
| 1Y | +93.9% | +0.2% | +93.6% | +111.8% |
| All | +93.9% | +0.4% | +93.5% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling