-54.8%
ILMN vs VTEB
+0.8%
-55.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.2% |
| 7D | -9.2% | -1.2% | -8.0% | -6.6% |
| 30D | +4.4% | -2.9% | +7.2% | +11.5% |
| 3M | +23.9% | -3.2% | +27.0% | +33.3% |
| 6M | +64.5% | -2.6% | +67.1% | +75.1% |
| YTD | +53.5% | -1.8% | +55.3% | +60.4% |
| 1Y | +110.8% | +0.2% | +110.6% | +110.8% |
| 3Y | +30.7% | +8.2% | +22.4% | +6.2% |
| 5Y | -54.8% | +0.8% | -55.7% | -56.6% |
| All | -54.8% | +0.8% | -55.6% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling