+12.2%
ILMN vs VTEB
+26.8%
-14.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -2.9% | -1.2% | -1.7% | -1.7% |
| 30D | -23.8% | +2.5% | -26.3% | -25.7% |
| 3M | +7.5% | -1.7% | +9.1% | +9.2% |
| 6M | +42.8% | -1.2% | +44.0% | +44.4% |
| YTD | +57.8% | -0.5% | +58.3% | +58.6% |
| 1Y | +72.6% | -0.1% | +72.7% | +72.8% |
| 3Y | +129.3% | +10.5% | +118.9% | +109.5% |
| 5Y | -44.5% | +2.6% | -47.1% | -47.1% |
| 10Y | +54.5% | +22.4% | +32.2% | +79.7% |
| All | +12.2% | +26.8% | -14.6% | +44.0% |
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