+216.1%
MILN vs VT
+252.1%
-36.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.4% |
| 30D | -1.8% | +1.0% | -2.8% | -2.9% |
| 3M | +6.4% | +2.4% | +4.0% | +3.2% |
| 6M | +5.2% | +12.0% | -6.8% | -8.0% |
| YTD | -3.1% | +15.3% | -18.5% | -18.1% |
| 1Y | -9.2% | +22.6% | -31.8% | -28.3% |
| 3Y | +41.7% | +74.7% | -32.9% | -24.7% |
| 5Y | +1.9% | +66.1% | -64.2% | -42.0% |
| 10Y | +194.6% | +225.0% | -30.4% | -9.5% |
| All | +216.1% | +252.1% | -36.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling