+219.2%
VT vs KEYS
+757.5%
-538.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | -0.1% | -4.5% | +4.3% | +1.1% |
| 30D | -3.1% | -23.9% | +20.8% | +5.5% |
| 3M | -3.5% | -13.1% | +9.6% | 0.0% |
| 6M | +0.5% | -19.1% | +19.6% | +5.9% |
| YTD | +10.8% | +43.4% | -32.7% | -6.3% |
| 1Y | +11.9% | +58.8% | -46.9% | -9.1% |
| 3Y | +73.0% | +134.6% | -61.6% | +17.8% |
| 5Y | +58.6% | +58.7% | -0.1% | +22.3% |
| 10Y | +219.2% | +759.0% | -539.8% | +45.5% |
| All | +219.2% | +757.5% | -538.3% | +45.5% |
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