+213.0%
VT vs ILMN
+56.7%
+156.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -2.4% |
| 7D | -4.2% | -28.3% | +24.1% | +1.9% |
| 30D | -5.8% | -24.0% | +18.2% | -1.1% |
| 3M | -5.2% | +4.1% | -9.3% | -7.3% |
| 6M | +0.1% | +49.6% | -49.4% | -9.5% |
| YTD | +8.2% | +58.6% | -50.4% | -4.2% |
| 1Y | +10.1% | +69.9% | -59.8% | -4.0% |
| 3Y | +69.7% | +82.9% | -13.2% | +38.8% |
| 5Y | +53.4% | -47.6% | +101.0% | +64.0% |
| All | +213.0% | +56.7% | +156.2% | +172.6% |
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