-53.3%
SWIM vs VT
+57.9%
-111.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +7.0% | -1.6% | +8.6% | +10.5% |
| 30D | +14.2% | -2.5% | +16.7% | +20.1% |
| 3M | +29.8% | -1.3% | +31.1% | +33.0% |
| 6M | +23.2% | +3.1% | +20.1% | +13.9% |
| YTD | +15.3% | +10.9% | +4.3% | -8.3% |
| 1Y | +0.7% | +12.1% | -11.4% | -21.8% |
| 3Y | +192.8% | +73.9% | +118.9% | -6.1% |
| All | -53.3% | +57.9% | -111.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling