+2,545.5%
VRT vs KEYS
+466.8%
+2,078.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.1% |
| 7D | +2.4% | +2.9% | -0.5% | +0.6% |
| 30D | -2.7% | -1.3% | -1.4% | -1.6% |
| 3M | -9.2% | -0.1% | -9.1% | -8.0% |
| 6M | -0.5% | +17.4% | -17.9% | -7.8% |
| YTD | +62.3% | +62.9% | -0.6% | +21.9% |
| 1Y | +109.6% | +95.7% | +13.8% | +40.7% |
| 3Y | +573.1% | +150.2% | +422.9% | +300.9% |
| 5Y | +953.6% | +83.1% | +870.5% | +623.4% |
| All | +2,545.5% | +466.8% | +2,078.7% | +1,410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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