+229.5%
VTV vs ILMN
+58.7%
+170.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -0.4% | -6.0% | +5.6% | +0.5% |
| 30D | +3.9% | -23.0% | +26.9% | +7.7% |
| 3M | +2.6% | +10.4% | -7.9% | -0.4% |
| 6M | +11.5% | +49.4% | -37.9% | +2.5% |
| YTD | +22.3% | +62.3% | -40.1% | +10.1% |
| 1Y | +24.5% | +73.7% | -49.2% | +10.7% |
| 3Y | +78.8% | +122.5% | -43.7% | +46.0% |
| 5Y | +78.6% | -43.2% | +121.8% | +84.8% |
| All | +229.5% | +58.7% | +170.8% | +183.0% |
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