+2,486.9%
VRT vs KWEB
-43.6%
+2,530.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -8.4% | -5.6% | -2.8% | -6.7% |
| 30D | -10.9% | -10.7% | -0.2% | -7.8% |
| 3M | -13.7% | -7.4% | -6.3% | -12.0% |
| 6M | -4.1% | -19.3% | +15.2% | +1.9% |
| YTD | +58.7% | -27.8% | +86.5% | +74.5% |
| 1Y | +89.6% | -35.9% | +125.6% | +116.1% |
| 3Y | +558.1% | -1.9% | +560.1% | +551.1% |
| 5Y | +953.0% | -43.2% | +996.1% | +1,043.8% |
| All | +2,486.9% | -43.6% | +2,530.5% | +2,458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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