+384.0%
SKT vs VT
+356.5%
+27.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +2.1% | +2.4% | -0.3% | -0.4% |
| 30D | +16.0% | -1.5% | +17.5% | +17.5% |
| 3M | +3.5% | -4.1% | +7.6% | +7.6% |
| 6M | +13.4% | +0.6% | +12.8% | +11.5% |
| YTD | +22.4% | +11.0% | +11.4% | +8.0% |
| 1Y | +20.8% | +13.3% | +7.4% | +4.2% |
| 3Y | +80.6% | +73.4% | +7.2% | -1.1% |
| 5Y | +140.7% | +57.4% | +83.3% | +46.8% |
| 10Y | +88.9% | +221.7% | -132.8% | -41.6% |
| All | +384.0% | +356.5% | +27.5% | -1.8% |
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