+46.1%
VXUS vs ILMN
-44.7%
+90.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.1% | -2.9% | +5.0% | +2.5% |
| 30D | -1.1% | -23.8% | +22.7% | +2.3% |
| 3M | -5.6% | +7.5% | -13.1% | -7.5% |
| 6M | -2.3% | +42.8% | -45.0% | -8.4% |
| YTD | +10.4% | +57.8% | -47.5% | +1.3% |
| 1Y | +13.1% | +72.6% | -59.6% | +2.4% |
| 3Y | +68.0% | +129.3% | -61.3% | +40.1% |
| All | +46.1% | -44.7% | +90.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling