+1,917.9%
VRT vs KEY
+49.3%
+1,868.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.5% |
| 7D | -10.6% | -0.4% | -10.2% | -10.4% |
| 30D | -17.4% | +7.2% | -24.6% | -19.7% |
| 3M | -26.4% | -4.9% | -21.5% | -24.9% |
| 6M | -41.0% | +1.1% | -42.1% | -41.4% |
| YTD | +23.8% | +6.8% | +17.0% | +20.1% |
| 1Y | +11.6% | +23.3% | -11.7% | +2.0% |
| 3Y | +403.5% | +126.1% | +277.4% | +257.2% |
| 5Y | +647.0% | +15.2% | +631.8% | +569.3% |
| All | +1,917.9% | +49.3% | +1,868.6% | +1,153.1% |
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