+63.2%
SWAN vs VT
+159.6%
-96.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -0.6% | -1.7% | +1.1% | 0.0% |
| 3M | -3.2% | -2.3% | -0.9% | -2.3% |
| 6M | -2.2% | +1.5% | -3.7% | -2.7% |
| YTD | +1.8% | +12.0% | -10.2% | -2.5% |
| 1Y | +1.4% | +12.9% | -11.5% | -3.2% |
| 3Y | +45.0% | +74.9% | -29.9% | +18.7% |
| 5Y | +7.2% | +59.9% | -52.7% | -10.8% |
| All | +63.2% | +159.6% | -96.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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