+156.9%
VEA vs ILMN
+64.4%
+92.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | 0.0% | -9.8% | +9.8% | +1.8% |
| 30D | -1.4% | -22.7% | +21.3% | +2.7% |
| 3M | -4.1% | +12.1% | -16.1% | -7.2% |
| 6M | -1.3% | +51.5% | -52.8% | -10.1% |
| YTD | +12.1% | +63.9% | -51.8% | 0.0% |
| 1Y | +16.1% | +76.6% | -60.5% | +2.0% |
| 3Y | +73.0% | +124.6% | -51.6% | +38.9% |
| 5Y | +55.1% | -42.7% | +97.8% | +61.3% |
| 10Y | +156.9% | +59.7% | +97.3% | +123.9% |
| All | +156.9% | +64.4% | +92.5% | +123.9% |
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