+789.2%
VGT vs KEY
+171.1%
+618.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -1.8% | +0.7% | -0.5% |
| 30D | -0.4% | -3.3% | +2.9% | +0.5% |
| 3M | +6.6% | -0.2% | +6.8% | +6.6% |
| 6M | +31.0% | +12.1% | +18.9% | +26.5% |
| YTD | +27.2% | +8.4% | +18.8% | +23.9% |
| 1Y | +34.5% | +17.6% | +16.8% | +27.6% |
| 3Y | +123.1% | +123.3% | -0.2% | +73.7% |
| 5Y | +135.1% | +39.5% | +95.6% | +102.1% |
| All | +789.2% | +171.1% | +618.2% | +525.4% |
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