+95.5%
VKQ vs VT
+355.4%
-259.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +5.1% | -3.1% | +8.2% | +6.0% |
| 3M | -6.7% | -3.5% | -3.2% | -5.9% |
| 6M | -4.0% | +0.5% | -4.5% | -4.2% |
| YTD | -0.1% | +10.8% | -10.9% | -2.9% |
| 1Y | +0.5% | +11.9% | -11.4% | -2.6% |
| 3Y | +28.1% | +73.0% | -44.9% | +10.4% |
| 5Y | -7.7% | +58.6% | -66.3% | -19.2% |
| 10Y | +30.6% | +219.2% | -188.6% | -6.5% |
| All | +95.5% | +355.4% | -259.9% | +12.3% |
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