+2,341.2%
VKTX vs SPY
+322.5%
+2,018.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.5% |
| 7D | -8.3% | -0.8% | -7.5% | -7.4% |
| 30D | -6.0% | -1.1% | -4.9% | -4.8% |
| 3M | +11.8% | +3.9% | +7.9% | +6.4% |
| 6M | -10.6% | +13.6% | -24.2% | -23.4% |
| YTD | -9.1% | +12.7% | -21.8% | -21.7% |
| 1Y | +24.2% | +17.5% | +6.7% | +2.2% |
| 3Y | +102.7% | +76.9% | +25.8% | +7.3% |
| 5Y | +384.5% | +83.6% | +301.0% | +144.6% |
| All | +2,341.2% | +322.5% | +2,018.8% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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