+107.9%
ILMN vs VTEB
+0.4%
+107.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +1.4% |
| 7D | -5.4% | -0.9% | -4.5% | -2.5% |
| 30D | +7.0% | -2.5% | +9.5% | +15.8% |
| 3M | +24.2% | -3.0% | +27.2% | +37.6% |
| 6M | +69.9% | -2.1% | +72.0% | +84.5% |
| YTD | +57.4% | -1.5% | +58.9% | +65.7% |
| 1Y | +107.9% | +0.2% | +107.7% | +71.8% |
| All | +107.9% | +0.4% | +107.5% | +71.8% |
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