+205.8%
MILN vs VT
+224.4%
-18.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.3% |
| 7D | -2.3% | -0.7% | -1.6% | -1.7% |
| 30D | +5.3% | -1.7% | +7.1% | +7.3% |
| 3M | -1.9% | -2.3% | +0.4% | +0.5% |
| 6M | +6.7% | +1.5% | +5.1% | +4.1% |
| YTD | -2.4% | +12.0% | -14.5% | -15.1% |
| 1Y | -2.3% | +12.9% | -15.1% | -15.7% |
| 3Y | +48.0% | +74.9% | -27.0% | -22.6% |
| 5Y | +4.3% | +59.9% | -55.6% | -38.8% |
| 10Y | +205.8% | +224.6% | -18.8% | -11.2% |
| All | +205.8% | +224.4% | -18.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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