-99.9%
SKF vs VT
+346.0%
-445.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.7% |
| 7D | -2.8% | -2.3% | -0.5% | -7.3% |
| 30D | -11.7% | -5.0% | -6.8% | -20.7% |
| 3M | +2.3% | -4.9% | +7.2% | -7.8% |
| 6M | -17.3% | -1.5% | -15.8% | -19.8% |
| YTD | -8.2% | +8.5% | -16.7% | +11.9% |
| 1Y | -15.7% | +11.4% | -27.1% | +9.5% |
| 3Y | -64.3% | +70.1% | -134.4% | +34.1% |
| 5Y | -59.6% | +53.7% | -113.4% | +48.4% |
| 10Y | -95.8% | +220.0% | -315.8% | +51.9% |
| All | -99.9% | +346.0% | -445.9% | -70.9% |
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