+77.7%
VUG vs ILMN
+88.1%
-10.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | -3.4% | -9.7% | +6.3% | -2.1% |
| 30D | -11.1% | -20.4% | +9.3% | -8.6% |
| 3M | -7.2% | +10.0% | -17.3% | -9.0% |
| 6M | -4.1% | +49.5% | -53.6% | -10.2% |
| YTD | +1.4% | +62.5% | -61.1% | -6.6% |
| 1Y | +1.9% | +76.0% | -74.1% | -7.3% |
| 3Y | +77.7% | +94.2% | -16.4% | +54.9% |
| All | +77.7% | +88.1% | -10.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling