+1,678.9%
VRT vs KEY
+46.2%
+1,632.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -12.9% |
| 7D | -28.1% | -2.5% | -25.7% | -27.4% |
| 30D | -30.2% | +4.1% | -34.3% | -31.4% |
| 3M | -36.4% | -8.4% | -28.0% | -34.2% |
| 6M | -48.2% | -2.3% | -45.9% | -47.8% |
| YTD | +9.2% | +4.6% | +4.6% | +6.8% |
| 1Y | -7.2% | +24.6% | -31.8% | -15.7% |
| 3Y | +338.7% | +112.8% | +225.9% | +218.6% |
| 5Y | +542.8% | +12.9% | +529.9% | +480.4% |
| All | +1,678.9% | +46.2% | +1,632.7% | +1,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling