+61.3%
SWAN vs VT
+150.7%
-89.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -1.1% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | -1.8% | -5.8% | +4.0% | +0.5% |
| 3M | -4.9% | -5.2% | +0.4% | -2.8% |
| 6M | -1.8% | +0.1% | -1.9% | -1.8% |
| YTD | +0.6% | +8.2% | -7.6% | -2.3% |
| 1Y | +0.9% | +10.1% | -9.2% | -2.6% |
| 3Y | +44.1% | +69.7% | -25.5% | +19.5% |
| 5Y | +4.5% | +53.4% | -48.9% | -11.7% |
| All | +61.3% | +150.7% | -89.4% | +25.8% |
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