+232.9%
VTV vs ILMN
+25.5%
+207.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -0.7% | -3.9% | +3.2% | 0.0% |
| 30D | -0.5% | +6.9% | -7.4% | -1.7% |
| 3M | +5.3% | +28.1% | -22.8% | +0.7% |
| 6M | +12.9% | +65.0% | -52.1% | +3.1% |
| YTD | +18.5% | +56.3% | -37.8% | +8.7% |
| 1Y | +25.3% | +108.7% | -83.4% | +8.3% |
| 3Y | +68.2% | +33.1% | +35.1% | +53.3% |
| 5Y | +80.6% | -54.1% | +134.7% | +96.2% |
| 10Y | +232.9% | +27.8% | +205.1% | +183.7% |
| All | +232.9% | +25.5% | +207.4% | +183.7% |
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