+43.3%
CKX vs VT
+224.4%
-181.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +1.1% | -13.3% | -12.3% |
| 7D | +51.1% | -0.7% | +51.8% | +51.2% |
| 30D | +53.2% | -1.7% | +54.9% | +53.5% |
| 3M | +45.1% | -2.3% | +47.4% | +45.5% |
| 6M | +41.0% | +1.5% | +39.5% | +40.6% |
| YTD | +72.6% | +12.0% | +60.5% | +70.2% |
| 1Y | +53.3% | +12.9% | +40.4% | +51.0% |
| 3Y | +26.8% | +74.9% | -48.1% | +18.0% |
| 5Y | +30.6% | +59.9% | -29.3% | +23.1% |
| 10Y | +43.3% | +224.6% | -181.3% | +8.6% |
| All | +43.3% | +224.4% | -181.0% | +8.6% |
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