+1,164.9%
VST vs KEYS
+758.4%
+406.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | +6.6% | +9.4% | -2.8% | +2.9% |
| 30D | -12.4% | -16.8% | +4.4% | -5.8% |
| 3M | -9.0% | -15.9% | +6.9% | -2.7% |
| 6M | -6.4% | -17.6% | +11.1% | +0.3% |
| YTD | -17.2% | +46.5% | -63.7% | -28.9% |
| 1Y | -22.0% | +66.9% | -88.9% | -36.4% |
| 3Y | +296.7% | +141.4% | +155.3% | +186.5% |
| 5Y | +637.6% | +59.5% | +578.1% | +487.0% |
| All | +1,164.9% | +758.4% | +406.5% | +512.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling