+23.2%
VKQ vs VT
+222.7%
-199.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -3.1% | -0.7% | -2.5% | -3.0% |
| 3M | -1.3% | +4.0% | -5.3% | -2.4% |
| 6M | +1.3% | +12.3% | -11.0% | -2.0% |
| YTD | +3.7% | +14.0% | -10.3% | -0.1% |
| 1Y | +9.2% | +20.3% | -11.1% | +3.5% |
| 3Y | +31.4% | +75.4% | -44.0% | +11.4% |
| 5Y | -6.4% | +66.0% | -72.4% | -19.9% |
| 10Y | +23.2% | +228.2% | -205.0% | -20.6% |
| All | +23.2% | +222.7% | -199.5% | -20.6% |
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