+147.1%
VXUS vs ILMN
+59.3%
+87.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.1% |
| 7D | -0.5% | -6.0% | +5.5% | +0.6% |
| 30D | -1.2% | -23.0% | +21.9% | +3.0% |
| 3M | -3.8% | +10.4% | -14.2% | -6.7% |
| 6M | -1.7% | +49.4% | -51.1% | -10.1% |
| YTD | +11.4% | +62.3% | -50.9% | -0.4% |
| 1Y | +13.3% | +73.7% | -60.3% | -0.1% |
| 3Y | +70.0% | +122.5% | -52.5% | +36.7% |
| 5Y | +48.1% | -43.2% | +91.3% | +54.6% |
| 10Y | +147.1% | +59.0% | +88.1% | +114.7% |
| All | +147.1% | +59.3% | +87.8% | +114.7% |
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