+40.4%
SKOR vs VT
+241.4%
-201.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.2% |
| 30D | -0.4% | +1.0% | -1.4% | -0.5% |
| 3M | -0.4% | +2.4% | -2.7% | -0.5% |
| 6M | -0.7% | +12.0% | -12.7% | -1.5% |
| YTD | +0.1% | +15.3% | -15.2% | -1.0% |
| 1Y | +1.7% | +22.6% | -20.8% | +0.2% |
| 3Y | +18.2% | +74.7% | -56.5% | +13.4% |
| 5Y | +8.0% | +66.1% | -58.1% | +3.5% |
| 10Y | +30.5% | +225.0% | -194.6% | +22.6% |
| All | +40.4% | +241.4% | -201.0% | +32.1% |
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 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