+161.1%
VEA vs ILMN
+59.3%
+101.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -1.3% | -6.0% | +4.7% | -0.2% |
| 30D | 0.0% | -23.0% | +23.0% | +4.2% |
| 3M | -3.6% | +10.4% | -14.0% | -6.4% |
| 6M | -0.5% | +49.4% | -49.9% | -9.1% |
| YTD | +13.0% | +62.3% | -49.4% | +1.0% |
| 1Y | +16.3% | +73.7% | -57.4% | +2.5% |
| 3Y | +74.4% | +122.5% | -48.1% | +40.3% |
| 5Y | +55.8% | -43.2% | +99.0% | +62.3% |
| 10Y | +161.1% | +59.0% | +102.1% | +127.9% |
| All | +161.1% | +59.3% | +101.8% | +127.9% |
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