-95.5%
SKF vs VT
+223.7%
-319.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | +2.5% |
| 7D | -2.1% | +0.4% | -2.5% | -0.8% |
| 30D | -11.1% | -2.6% | -8.5% | -15.3% |
| 3M | -1.3% | -3.2% | +1.9% | -7.0% |
| 6M | -21.5% | +0.9% | -22.5% | -19.5% |
| YTD | -10.8% | +11.3% | -22.1% | +13.7% |
| 1Y | -17.1% | +14.0% | -31.1% | +11.5% |
| 3Y | -65.7% | +75.8% | -141.5% | +29.8% |
| 5Y | -60.9% | +57.8% | -118.7% | +42.9% |
| 10Y | -95.5% | +219.8% | -315.3% | +29.5% |
| All | -95.5% | +223.7% | -319.2% | +29.5% |
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 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