-30.3%
SKE vs VT
+346.0%
-376.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | +15.4% | -2.3% | +17.7% | +16.3% |
| 30D | +1.5% | -5.0% | +6.5% | +3.3% |
| 3M | +0.2% | -4.9% | +5.1% | +2.1% |
| 6M | -0.6% | -1.5% | +0.9% | +0.6% |
| YTD | +30.3% | +8.5% | +21.9% | +28.7% |
| 1Y | +95.8% | +11.4% | +84.4% | +92.1% |
| 3Y | +854.6% | +70.1% | +784.6% | +746.7% |
| 5Y | +179.9% | +53.7% | +126.2% | +150.9% |
| 10Y | +778.7% | +220.0% | +558.7% | +648.1% |
| All | -30.3% | +346.0% | -376.4% | -43.3% |
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