+62.1%
VEA vs ILMN
-52.9%
+115.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | +1.9% | +1.9% | 0.0% | +1.5% |
| 30D | +0.8% | +12.3% | -11.5% | -1.1% |
| 3M | +5.7% | +33.5% | -27.9% | +0.8% |
| 6M | +13.3% | +69.4% | -56.1% | +3.9% |
| YTD | +18.4% | +60.9% | -42.5% | +9.0% |
| 1Y | +27.0% | +115.0% | -88.0% | +10.7% |
| 3Y | +79.3% | +37.0% | +42.3% | +64.6% |
| 5Y | +62.1% | -53.1% | +115.3% | +78.0% |
| All | +62.1% | -52.9% | +115.0% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling