-70.0%
SWIM vs VT
+74.2%
-144.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +8.3% |
| 7D | +16.0% | -0.3% | +16.3% | +16.9% |
| 30D | +28.0% | -1.4% | +29.4% | +31.9% |
| 3M | +43.5% | -1.4% | +44.9% | +47.8% |
| 6M | +41.0% | +5.5% | +35.6% | +25.1% |
| YTD | +28.8% | +12.8% | +16.0% | 0.0% |
| 1Y | +13.6% | +15.4% | -1.8% | -16.0% |
| 3Y | +227.2% | +76.9% | +150.3% | +6.3% |
| 5Y | -47.8% | +60.4% | -108.2% | -79.4% |
| All | -70.0% | +74.2% | -144.1% | -89.1% |
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