+116.7%
SKM vs VT
+222.7%
-106.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | +16.0% | +2.9% | +13.1% | +13.8% |
| 30D | -0.9% | -2.5% | +1.6% | +1.0% |
| 3M | -2.7% | -3.3% | +0.7% | -0.1% |
| 6M | -12.7% | +1.5% | -14.2% | -12.8% |
| YTD | +66.2% | +11.4% | +54.8% | +56.3% |
| 1Y | +68.1% | +11.9% | +56.2% | +57.5% |
| 3Y | +77.1% | +73.9% | +3.2% | +22.9% |
| 5Y | +44.7% | +57.9% | -13.2% | +6.6% |
| All | +116.7% | +222.7% | -106.0% | -7.1% |
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