+35.0%
VKI vs VT
+217.6%
-182.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | +9.4% | -3.1% | +12.5% | +10.3% |
| 3M | -4.0% | -3.5% | -0.5% | -3.0% |
| 6M | -2.9% | +0.5% | -3.4% | -3.1% |
| YTD | -1.4% | +10.8% | -12.1% | -4.3% |
| 1Y | +1.4% | +11.9% | -10.5% | -1.9% |
| 3Y | +34.4% | +73.0% | -38.6% | +14.6% |
| 5Y | -4.7% | +58.6% | -63.3% | -17.3% |
| 10Y | +35.0% | +219.2% | -184.2% | -7.8% |
| All | +35.0% | +217.6% | -182.6% | -7.8% |
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