-67.9%
SWIM vs VT
+66.2%
-134.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.3% |
| 30D | +21.2% | +0.8% | +20.4% | +19.1% |
| 3M | +30.9% | +2.8% | +28.1% | +22.7% |
| 6M | +7.3% | +13.0% | -5.7% | -17.4% |
| YTD | +8.8% | +15.4% | -6.5% | -19.8% |
| 1Y | -11.3% | +23.5% | -34.8% | -43.8% |
| 3Y | +86.3% | +74.7% | +11.5% | -39.6% |
| All | -67.9% | +66.2% | -134.2% | -88.4% |
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