+1,978.7%
VRT vs KEY
+49.5%
+1,929.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.9% |
| 30D | -13.7% | +6.7% | -20.4% | -16.0% |
| 3M | -26.7% | -4.6% | -22.1% | -25.3% |
| 6M | -43.8% | +2.6% | -46.4% | -44.6% |
| YTD | +27.6% | +7.0% | +20.6% | +23.7% |
| 1Y | +15.5% | +23.5% | -8.0% | +5.5% |
| 3Y | +395.6% | +126.4% | +269.2% | +251.5% |
| 5Y | +677.3% | +13.0% | +664.3% | +601.2% |
| All | +1,978.7% | +49.5% | +1,929.1% | +1,190.3% |
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