+0.7%
SWK vs VTEB
+18.2%
-17.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.5% |
| 7D | -4.6% | -0.7% | -3.9% | -3.6% |
| 30D | -9.9% | -2.1% | -7.8% | -7.1% |
| 3M | +15.4% | -2.7% | +18.1% | +20.1% |
| 6M | +25.0% | -2.1% | +27.1% | +29.3% |
| YTD | +27.2% | -1.1% | +28.3% | +30.0% |
| 1Y | +24.6% | +1.3% | +23.3% | +23.2% |
| 3Y | +13.7% | +9.0% | +4.7% | +3.3% |
| 5Y | -41.5% | +1.5% | -43.0% | -42.7% |
| 10Y | +0.7% | +18.5% | -17.8% | +7.1% |
| All | +0.7% | +18.2% | -17.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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