+2,826.7%
VRT vs KWEB
-41.9%
+2,868.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.5% |
| 7D | +13.6% | -1.3% | +14.9% | +14.0% |
| 30D | +6.8% | -11.5% | +18.3% | +10.5% |
| 3M | -3.2% | -2.9% | -0.3% | -2.8% |
| 6M | +20.3% | -14.6% | +35.0% | +25.7% |
| YTD | +79.6% | -25.5% | +105.1% | +95.5% |
| 1Y | +139.0% | -31.1% | +170.1% | +166.5% |
| 3Y | +644.6% | +3.0% | +641.6% | +625.6% |
| 5Y | +1,024.4% | -42.6% | +1,067.0% | +1,116.2% |
| All | +2,826.7% | -41.9% | +2,868.6% | +2,765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling