+1,179.1%
VST vs KWEB
-21.6%
+1,200.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.3% |
| 7D | +19.2% | -7.5% | +26.6% | +20.6% |
| 30D | -17.2% | -7.3% | -9.8% | -16.3% |
| 3M | -8.1% | -16.8% | +8.7% | -5.5% |
| 6M | -8.1% | -21.4% | +13.3% | -4.9% |
| YTD | -16.3% | -32.7% | +16.5% | -10.9% |
| 1Y | -24.1% | -38.2% | +14.1% | -18.1% |
| 3Y | +300.2% | -4.8% | +305.0% | +300.3% |
| 5Y | +645.9% | -47.1% | +693.1% | +701.1% |
| All | +1,179.1% | -21.6% | +1,200.7% | +1,094.4% |
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