-73.9%
SWIM vs VT
+78.0%
-152.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | +0.3% | +0.4% | -0.2% | -0.6% |
| 30D | -2.7% | +1.0% | -3.7% | -4.6% |
| 3M | +30.5% | +2.4% | +28.1% | +23.5% |
| 6M | -1.4% | +12.0% | -13.4% | -22.4% |
| YTD | +11.8% | +15.3% | -3.5% | -17.1% |
| 1Y | -11.3% | +22.6% | -33.8% | -42.4% |
| 3Y | +91.4% | +74.7% | +16.7% | -36.1% |
| 5Y | -68.0% | +66.1% | -134.2% | -88.1% |
| All | -73.9% | +78.0% | -152.0% | -91.0% |
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