+16.5%
VXUS vs ILMN
+92.1%
-75.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +2.4% |
| 7D | +0.2% | -21.6% | +21.7% | +2.2% |
| 30D | -2.3% | -22.9% | +20.6% | -0.3% |
| 3M | -2.8% | +11.6% | -14.4% | -4.4% |
| 6M | +2.6% | +62.5% | -59.9% | -2.8% |
| YTD | +12.0% | +72.7% | -60.7% | +4.0% |
| 1Y | +16.5% | +93.9% | -77.3% | +5.4% |
| All | +16.5% | +92.1% | -75.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling