+127.0%
SKYH vs VT
+74.2%
+52.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.3% |
| 7D | -4.5% | -1.1% | -3.4% | -3.5% |
| 30D | -12.9% | -1.0% | -11.9% | -12.1% |
| 3M | +9.8% | +3.2% | +6.6% | +6.4% |
| 6M | +9.8% | +12.5% | -2.7% | -1.7% |
| YTD | +11.6% | +14.1% | -2.5% | -1.5% |
| 1Y | -1.3% | +18.9% | -20.2% | -16.1% |
| 3Y | +127.0% | +74.1% | +52.9% | +67.7% |
| All | +127.0% | +74.2% | +52.8% | +67.7% |
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 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