+353.0%
SKYY vs VT
+217.6%
+135.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -3.9% | -0.1% | -3.7% | -3.6% |
| 30D | -14.3% | -3.1% | -11.2% | -10.7% |
| 3M | -6.7% | -3.5% | -3.2% | -2.2% |
| 6M | +15.4% | +0.5% | +15.0% | +15.0% |
| YTD | +15.3% | +10.8% | +4.5% | +1.4% |
| 1Y | +7.4% | +11.9% | -4.5% | -6.6% |
| 3Y | +94.6% | +73.0% | +21.6% | +0.7% |
| 5Y | +29.9% | +58.6% | -28.7% | -23.8% |
| 10Y | +353.0% | +219.2% | +133.8% | +29.2% |
| All | +353.0% | +217.6% | +135.4% | +29.2% |
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