+934.5%
VTI vs ILMN
+4,068.4%
-3,133.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | -0.4% | -9.8% | +9.3% | +1.0% |
| 30D | -3.2% | -22.7% | +19.5% | +0.1% |
| 3M | -2.9% | +12.1% | -15.0% | -5.3% |
| 6M | +2.4% | +51.5% | -49.1% | -4.8% |
| YTD | +11.2% | +63.9% | -52.7% | +1.6% |
| 1Y | +11.6% | +76.6% | -65.0% | +0.8% |
| 3Y | +76.6% | +124.6% | -48.0% | +49.9% |
| 5Y | +65.3% | -42.7% | +108.0% | +67.2% |
| 10Y | +289.1% | +59.7% | +229.4% | +236.7% |
| All | +934.5% | +4,068.4% | -3,133.9% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling