+302.5%
VTI vs ILMN
+25.5%
+277.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | -0.4% | -3.9% | +3.5% | +0.5% |
| 30D | -1.6% | +6.9% | -8.5% | -3.2% |
| 3M | +3.6% | +28.1% | -24.5% | -2.4% |
| 6M | +13.0% | +65.0% | -51.9% | +0.3% |
| YTD | +12.7% | +56.3% | -43.6% | +0.6% |
| 1Y | +18.4% | +108.7% | -90.3% | -2.3% |
| 3Y | +76.4% | +33.1% | +43.4% | +56.2% |
| 5Y | +73.7% | -54.1% | +127.8% | +93.9% |
| 10Y | +302.5% | +27.8% | +274.7% | +244.2% |
| All | +302.5% | +25.5% | +277.0% | +244.2% |
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 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