+348.6%
SKY vs VT
+357.8%
-9.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | -0.9% | +2.9% | -3.8% | -4.3% |
| 30D | +17.7% | -2.5% | +20.2% | +21.4% |
| 3M | -1.7% | -3.3% | +1.6% | +2.6% |
| 6M | +33.8% | +1.5% | +32.3% | +31.3% |
| YTD | +9.2% | +11.4% | -2.1% | -4.1% |
| 1Y | +14.3% | +11.9% | +2.4% | -0.3% |
| 3Y | +65.2% | +73.9% | -8.6% | -15.4% |
| 5Y | +21.5% | +57.9% | -36.4% | -26.6% |
| 10Y | +705.0% | +222.6% | +482.3% | +136.6% |
| All | +348.6% | +357.8% | -9.3% | -7.7% |
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