-99.9%
SKF vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | 0.0% | +0.4% | -0.4% | +1.1% |
| 30D | +0.2% | +1.0% | -0.8% | +2.4% |
| 3M | -18.7% | +2.4% | -21.1% | -14.6% |
| 6M | -20.9% | +12.0% | -32.9% | +2.2% |
| YTD | -10.7% | +15.3% | -26.1% | +23.9% |
| 1Y | -12.7% | +22.6% | -35.3% | +39.8% |
| 3Y | -63.1% | +74.7% | -137.8% | +47.3% |
| 5Y | -64.3% | +66.1% | -130.4% | +56.3% |
| 10Y | -95.7% | +225.0% | -320.7% | +62.7% |
| All | -99.9% | +374.2% | -474.1% | -67.8% |
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