-100.0%
SKYA vs VT
+75.0%
-174.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.8% | +0.4% | -3.3% | -3.1% |
| 30D | +7.8% | +1.0% | +6.8% | +7.0% |
| 3M | +10.4% | +2.4% | +8.0% | +8.2% |
| 6M | -26.2% | +12.0% | -38.2% | -33.5% |
| YTD | -32.0% | +15.3% | -47.4% | -39.8% |
| 1Y | -86.8% | +22.6% | -109.4% | -88.6% |
| All | -100.0% | +75.0% | -174.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling