+366.5%
VTI vs KEYS
+1,113.8%
-747.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.6% |
| 7D | -0.9% | +3.5% | -4.4% | -2.1% |
| 30D | -1.4% | -4.5% | +3.0% | -0.1% |
| 3M | +3.6% | -0.4% | +4.0% | +2.7% |
| 6M | +13.6% | +19.1% | -5.5% | +4.9% |
| YTD | +12.9% | +66.7% | -53.7% | -9.4% |
| 1Y | +17.2% | +96.5% | -79.2% | -12.2% |
| 3Y | +75.7% | +155.2% | -79.5% | +16.0% |
| 5Y | +75.4% | +88.0% | -12.6% | +27.5% |
| 10Y | +303.3% | +1,046.8% | -743.5% | +60.3% |
| All | +366.5% | +1,113.8% | -747.3% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling