+739.4%
SKYW vs VT
+371.8%
+367.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | +1.8% | +1.0% | +0.7% | +0.5% |
| 30D | -15.1% | -0.2% | -14.8% | -14.8% |
| 3M | +13.7% | +4.5% | +9.1% | +7.5% |
| 6M | +3.2% | +14.1% | -10.9% | -12.4% |
| YTD | -5.4% | +14.8% | -20.2% | -20.2% |
| 1Y | -13.2% | +21.2% | -34.4% | -31.5% |
| 3Y | +123.4% | +76.6% | +46.8% | +12.7% |
| 5Y | +113.0% | +66.6% | +46.4% | +18.2% |
| 10Y | +229.4% | +222.3% | +7.1% | +1.2% |
| All | +739.4% | +371.8% | +367.6% | +123.4% |
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