+2,341.2%
VKTX vs VT
+229.8%
+2,111.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.6% |
| 7D | -8.3% | -1.1% | -7.2% | -6.9% |
| 30D | -6.0% | -1.0% | -5.0% | -4.8% |
| 3M | +11.8% | +3.2% | +8.6% | +7.0% |
| 6M | -10.6% | +12.5% | -23.1% | -23.6% |
| YTD | -9.1% | +14.1% | -23.2% | -23.9% |
| 1Y | +24.2% | +18.9% | +5.3% | -1.0% |
| 3Y | +102.7% | +74.1% | +28.6% | +4.1% |
| 5Y | +384.5% | +66.9% | +317.7% | +163.4% |
| All | +2,341.2% | +229.8% | +2,111.4% | +599.4% |
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