+47.0%
SKIN vs VT
+96.0%
-49.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.6% |
| 7D | +54.0% | -0.1% | +54.2% | +55.2% |
| 30D | +44.9% | -3.1% | +48.0% | +58.6% |
| 3M | +24.5% | -3.5% | +28.0% | +36.8% |
| 6M | +37.4% | +0.5% | +37.0% | +30.9% |
| YTD | +1,046.8% | +10.8% | +1,036.0% | +708.6% |
| 1Y | +1,055.1% | +11.9% | +1,043.2% | +695.9% |
| 3Y | +342.8% | +73.0% | +269.8% | +31.2% |
| 5Y | -36.8% | +58.6% | -95.4% | -76.4% |
| All | +47.0% | +96.0% | -49.0% | -50.2% |
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