+50.5%
SKIN vs VT
+96.5%
-46.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +3.0% |
| 7D | +3.8% | +2.4% | +1.5% | -2.4% |
| 30D | +41.1% | -1.5% | +42.6% | +48.3% |
| 3M | +23.6% | -4.1% | +27.7% | +38.5% |
| 6M | +25.5% | +0.6% | +24.9% | +19.4% |
| YTD | +1,073.4% | +11.0% | +1,062.3% | +722.9% |
| 1Y | +1,154.6% | +13.3% | +1,141.3% | +741.7% |
| 3Y | +318.2% | +73.4% | +244.8% | +23.2% |
| 5Y | -38.1% | +57.4% | -95.5% | -76.7% |
| All | +50.5% | +96.5% | -46.0% | -49.3% |
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 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