+234.9%
SKYW vs VT
+229.8%
+5.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -1.1% |
| 7D | -2.9% | -1.1% | -1.8% | -1.2% |
| 30D | -10.3% | -1.0% | -9.4% | -8.9% |
| 3M | +7.2% | +3.2% | +4.0% | +1.5% |
| 6M | +5.9% | +12.5% | -6.6% | -13.2% |
| YTD | -4.3% | +14.1% | -18.3% | -23.2% |
| 1Y | -12.1% | +18.9% | -31.0% | -34.1% |
| 3Y | +119.4% | +74.1% | +45.4% | -12.3% |
| 5Y | +122.0% | +66.9% | +55.2% | -2.7% |
| All | +234.9% | +229.8% | +5.1% | -46.8% |
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