+348.8%
SKY vs VT
+356.5%
-7.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | +1.0% | +2.4% | -1.3% | -1.8% |
| 30D | +21.6% | -1.5% | +23.2% | +23.9% |
| 3M | -4.1% | -4.1% | 0.0% | +1.1% |
| 6M | +37.0% | +0.6% | +36.5% | +36.1% |
| YTD | +9.3% | +11.0% | -1.8% | -3.7% |
| 1Y | +16.1% | +13.3% | +2.7% | -0.3% |
| 3Y | +64.9% | +73.4% | -8.5% | -15.3% |
| 5Y | +21.5% | +57.4% | -35.9% | -26.3% |
| 10Y | +705.3% | +221.7% | +483.6% | +137.6% |
| All | +348.8% | +356.5% | -7.8% | -7.4% |
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