-0.6%
SKYH vs VT
+97.6%
-98.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -4.5% | -1.1% | -3.4% | -4.1% |
| 30D | -12.9% | -1.0% | -11.9% | -12.6% |
| 3M | +9.8% | +3.2% | +6.6% | +8.6% |
| 6M | +9.8% | +12.5% | -2.7% | +6.0% |
| YTD | +11.6% | +14.1% | -2.5% | +7.4% |
| 1Y | -1.3% | +18.9% | -20.2% | -5.9% |
| 3Y | +127.0% | +74.1% | +52.9% | +112.7% |
| 5Y | -0.8% | +66.9% | -67.7% | -12.8% |
| All | -0.6% | +97.6% | -98.2% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling