+265.2%
VKTX vs VT
+209.3%
+56.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.3% |
| 7D | +8.9% | +2.4% | +6.5% | +6.1% |
| 30D | +14.7% | -1.5% | +16.2% | +17.4% |
| 3M | -11.3% | -4.1% | -7.2% | -6.2% |
| 6M | -7.8% | +0.6% | -8.4% | -7.9% |
| YTD | -16.9% | +11.0% | -28.0% | -26.2% |
| 1Y | -25.1% | +13.3% | -38.4% | -34.9% |
| 3Y | +194.3% | +73.4% | +120.9% | +67.1% |
| 5Y | +375.1% | +57.4% | +317.7% | +199.7% |
| 10Y | +2,556.4% | +221.7% | +2,334.7% | +973.7% |
| All | +265.2% | +209.3% | +56.0% | +54.0% |
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