+728.4%
VGT vs KEY
+96.4%
+632.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +2.5% | +2.9% | -0.5% | +1.6% |
| 30D | -9.5% | +8.4% | -17.9% | -11.6% |
| 3M | -9.5% | -5.8% | -3.7% | -8.0% |
| 6M | -1.8% | +5.4% | -7.2% | -3.5% |
| YTD | +18.4% | +7.1% | +11.3% | +15.6% |
| 1Y | +18.7% | +26.8% | -8.1% | +10.3% |
| 3Y | +103.8% | +128.7% | -24.9% | +57.7% |
| 5Y | +104.4% | +13.6% | +90.7% | +86.2% |
| All | +728.4% | +96.4% | +632.0% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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