+213.7%
VT vs ILMN
+60.6%
+153.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | -0.3% |
| 7D | -2.3% | -9.7% | +7.4% | -0.4% |
| 30D | -5.0% | -20.4% | +15.4% | -1.2% |
| 3M | -4.9% | +10.0% | -14.9% | -8.0% |
| 6M | -1.5% | +49.5% | -51.0% | -11.0% |
| YTD | +8.5% | +62.5% | -54.0% | -4.4% |
| 1Y | +11.4% | +76.0% | -64.6% | -3.6% |
| 3Y | +70.1% | +94.2% | -24.1% | +37.3% |
| 5Y | +53.7% | -46.3% | +100.0% | +63.5% |
| All | +213.7% | +60.6% | +153.1% | +171.9% |
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