+228.7%
VTV vs KEYS
+1,049.9%
-821.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.4% |
| 7D | -1.1% | +3.5% | -4.6% | -2.1% |
| 30D | -1.0% | -4.5% | +3.4% | +0.1% |
| 3M | +4.6% | -0.4% | +5.1% | +3.8% |
| 6M | +13.5% | +19.1% | -5.6% | +6.2% |
| YTD | +18.5% | +66.7% | -48.2% | -1.2% |
| 1Y | +22.9% | +96.5% | -73.6% | -3.3% |
| 3Y | +67.8% | +155.2% | -87.3% | +18.1% |
| 5Y | +81.8% | +88.0% | -6.1% | +38.1% |
| All | +228.7% | +1,049.9% | -821.2% | +40.4% |
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 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