+18.3%
ILMN vs VTEB
+26.7%
-8.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -0.8% | +2.0% | +2.0% |
| 30D | +9.2% | -1.3% | +10.5% | +10.7% |
| 3M | +29.8% | -2.1% | +32.0% | +32.7% |
| 6M | +69.2% | -1.7% | +70.9% | +72.2% |
| YTD | +66.4% | -0.6% | +66.9% | +67.6% |
| 1Y | +123.4% | +3.1% | +120.3% | +117.5% |
| 3Y | +33.2% | +9.2% | +23.9% | +23.0% |
| 5Y | -52.0% | +2.2% | -54.1% | -54.0% |
| 10Y | +33.6% | +18.8% | +14.8% | +43.4% |
| All | +18.3% | +26.7% | -8.4% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling