+31.2%
VCIT vs ILMN
+54.3%
-23.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.4% | -2.9% | +1.4% | -1.3% |
| 30D | +0.6% | -23.8% | +24.4% | +1.2% |
| 3M | -2.2% | +7.5% | -9.7% | -2.7% |
| 6M | -2.3% | +42.8% | -45.1% | -3.7% |
| YTD | -2.2% | +57.8% | -60.0% | -4.0% |
| 1Y | -1.4% | +72.6% | -74.0% | -3.4% |
| 3Y | +18.7% | +129.3% | -110.6% | +14.5% |
| 5Y | +3.6% | -44.5% | +48.1% | +3.1% |
| All | +31.2% | +54.3% | -23.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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