-100.0%
SKYE vs VT
+244.4%
-344.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.1% |
| 7D | +16.9% | -2.0% | +18.9% | +18.5% |
| 30D | -51.9% | -1.4% | -50.5% | -51.4% |
| 3M | -66.7% | +4.7% | -71.4% | -67.9% |
| 6M | -67.5% | +11.4% | -78.8% | -69.9% |
| YTD | -65.3% | +13.1% | -78.4% | -68.3% |
| 1Y | -93.7% | +19.0% | -112.7% | -94.5% |
| 3Y | -91.7% | +73.9% | -165.7% | -94.2% |
| 5Y | -99.2% | +65.4% | -164.6% | -99.4% |
| 10Y | -99.8% | +225.4% | -325.2% | -99.9% |
| All | -100.0% | +244.4% | -344.4% | -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 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