+1,197.0%
VST vs KWEB
-27.5%
+1,224.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | +2.0% | -4.3% | +6.3% | +2.7% |
| 30D | +1.5% | -13.0% | +14.5% | +3.9% |
| 3M | +6.3% | -7.6% | +13.9% | +7.5% |
| 6M | -10.3% | -21.1% | +10.8% | -6.9% |
| YTD | -8.6% | -28.2% | +19.6% | -3.6% |
| 1Y | -29.3% | -34.9% | +5.5% | -24.3% |
| 3Y | +344.9% | -0.8% | +345.7% | +342.2% |
| 5Y | +774.8% | -43.6% | +818.4% | +828.8% |
| All | +1,197.0% | -27.5% | +1,224.5% | +1,103.9% |
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