+24.3%
ILMN vs VTEB
+17.9%
+6.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.2% |
| 7D | -5.4% | -0.9% | -4.5% | -4.4% |
| 30D | +7.0% | -2.5% | +9.5% | +10.2% |
| 3M | +24.2% | -3.0% | +27.2% | +28.5% |
| 6M | +69.9% | -2.1% | +72.0% | +74.3% |
| YTD | +57.4% | -1.5% | +58.9% | +60.3% |
| 1Y | +107.9% | +0.2% | +107.7% | +108.1% |
| 3Y | +37.1% | +8.6% | +28.6% | +26.3% |
| 5Y | -53.7% | +1.2% | -54.9% | -55.2% |
| All | +24.3% | +17.9% | +6.5% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling