+75.3%
VEA vs ILMN
+103.6%
-28.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.5% |
| 7D | +0.4% | -2.6% | +3.0% | +0.6% |
| 30D | -0.7% | -20.6% | +20.0% | +1.6% |
| 3M | -3.9% | +17.5% | -21.3% | -6.4% |
| 6M | -0.6% | +55.6% | -56.2% | -6.5% |
| YTD | +12.9% | +68.3% | -55.4% | +4.7% |
| 1Y | +18.4% | +81.1% | -62.7% | +8.7% |
| 3Y | +75.3% | +112.2% | -36.9% | +55.2% |
| All | +75.3% | +103.6% | -28.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling