+1,094.1%
SKE vs VT
+224.4%
+869.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.5% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | -4.2% | -1.7% | -2.5% | -2.6% |
| 3M | -8.3% | -2.3% | -5.9% | -6.0% |
| 6M | -6.3% | +1.5% | -7.8% | -5.9% |
| YTD | +28.8% | +12.0% | +16.8% | +21.1% |
| 1Y | +75.1% | +12.9% | +62.2% | +63.8% |
| 3Y | +809.8% | +74.9% | +734.9% | +533.8% |
| 5Y | +147.9% | +59.9% | +88.0% | +78.3% |
| 10Y | +1,094.1% | +224.6% | +869.5% | +1,222.1% |
| All | +1,094.1% | +224.4% | +869.8% | +1,222.1% |
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