-98.4%
SKIL vs VT
+134.8%
-233.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.7% |
| 7D | -32.7% | -0.1% | -32.5% | -32.0% |
| 30D | -49.1% | -3.1% | -46.0% | -47.1% |
| 3M | -66.6% | -3.5% | -63.1% | -65.1% |
| 6M | -63.7% | +0.5% | -64.2% | -63.5% |
| YTD | -66.6% | +10.8% | -77.3% | -69.0% |
| 1Y | -72.9% | +11.9% | -84.8% | -75.1% |
| 3Y | -82.9% | +73.0% | -155.8% | -88.4% |
| 5Y | -98.7% | +58.6% | -157.3% | -99.1% |
| All | -98.4% | +134.8% | -233.3% | -99.0% |
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