+47.0%
SWKS vs VTEB
+24.6%
+22.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.8% | +5.8% |
| 7D | +5.7% | +0.5% | +5.2% | +5.3% |
| 30D | +17.3% | +4.1% | +13.2% | +13.7% |
| 3M | +28.3% | -0.4% | +28.7% | +28.8% |
| 6M | +26.1% | -0.4% | +26.4% | +26.6% |
| YTD | +41.1% | +0.6% | +40.4% | +40.5% |
| 1Y | +31.4% | +0.8% | +30.7% | +30.8% |
| 3Y | +7.3% | +11.7% | -4.4% | -2.1% |
| 5Y | -37.7% | +3.8% | -41.5% | -40.4% |
| All | +47.0% | +24.6% | +22.4% | +59.3% |
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