+147.0%
VXUS vs ILMN
+32.2%
+114.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | +2.2% | +9.2% | -7.0% | +0.4% |
| 3M | +3.0% | +29.8% | -26.9% | -2.2% |
| 6M | +10.7% | +69.2% | -58.5% | -0.2% |
| YTD | +17.8% | +66.4% | -48.5% | +6.2% |
| 1Y | +27.6% | +123.4% | -95.8% | +7.6% |
| 3Y | +73.3% | +33.2% | +40.1% | +57.2% |
| 5Y | +54.3% | -52.0% | +106.3% | +68.3% |
| All | +147.0% | +32.2% | +114.8% | +110.0% |
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