+39.9%
SKOR vs VT
+221.1%
-181.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +1.1% | -5.0% | +6.1% | +1.5% |
| 3M | -0.6% | -4.9% | +4.3% | -0.2% |
| 6M | -0.8% | -1.5% | +0.8% | -0.7% |
| YTD | -0.3% | +8.5% | -8.7% | -0.9% |
| 1Y | +0.6% | +11.4% | -10.8% | -0.2% |
| 3Y | +18.6% | +70.1% | -51.4% | +14.0% |
| 5Y | +8.2% | +53.7% | -45.5% | +4.2% |
| 10Y | +30.6% | +220.0% | -189.4% | +23.4% |
| All | +39.9% | +221.1% | -181.2% | +32.2% |
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