+86.1%
VT vs KVUE
-20.6%
+106.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | -0.4% |
| 7D | -0.1% | -7.2% | +7.1% | +0.4% |
| 30D | -0.7% | -5.7% | +5.0% | -0.2% |
| 3M | +4.0% | +0.2% | +3.8% | +3.9% |
| 6M | +12.3% | 0.0% | +12.3% | +12.1% |
| YTD | +14.0% | +6.5% | +7.5% | +13.3% |
| 1Y | +20.3% | -1.4% | +21.7% | +20.4% |
| 3Y | +75.4% | -5.6% | +81.0% | +75.6% |
| All | +86.1% | -20.6% | +106.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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