+160.2%
VXUS vs ILMN
+210.7%
-50.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.3% |
| 7D | -1.8% | -9.7% | +7.9% | -0.2% |
| 30D | -4.6% | -20.4% | +15.8% | -1.4% |
| 3M | -6.1% | +10.0% | -16.1% | -8.5% |
| 6M | -4.9% | +49.5% | -54.4% | -12.2% |
| YTD | +8.1% | +62.5% | -54.4% | -2.3% |
| 1Y | +12.1% | +76.0% | -63.9% | 0.0% |
| 3Y | +63.9% | +94.2% | -30.3% | +38.9% |
| 5Y | +43.1% | -46.3% | +89.4% | +47.2% |
| 10Y | +139.2% | +62.7% | +76.5% | +100.5% |
| All | +160.2% | +210.7% | -50.5% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling