+216.5%
MILN vs VT
+230.4%
-13.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +1.6% |
| 7D | +3.7% | -4.2% | +7.8% | +8.6% |
| 30D | +6.5% | -5.8% | +12.3% | +13.7% |
| 3M | -1.7% | -5.2% | +3.5% | +4.2% |
| 6M | +4.6% | +0.1% | +4.5% | +3.7% |
| YTD | -3.0% | +8.2% | -11.2% | -12.1% |
| 1Y | -2.6% | +10.1% | -12.7% | -13.4% |
| 3Y | +49.1% | +69.7% | -20.6% | -18.5% |
| 5Y | +1.1% | +53.4% | -52.3% | -37.3% |
| 10Y | +211.1% | +219.2% | -8.1% | -0.7% |
| All | +216.5% | +230.4% | -13.9% | -1.5% |
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