+42.3%
SWKS vs VTEB
+18.2%
+24.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.0% |
| 7D | +6.8% | -0.7% | +7.5% | +7.4% |
| 30D | +11.3% | -2.1% | +13.3% | +13.2% |
| 3M | +4.1% | -2.7% | +6.7% | +6.4% |
| 6M | +39.7% | -2.1% | +41.8% | +42.2% |
| YTD | +23.2% | -1.1% | +24.3% | +24.5% |
| 1Y | +5.3% | +1.3% | +4.0% | +4.2% |
| 3Y | -15.1% | +9.0% | -24.1% | -20.9% |
| 5Y | -50.3% | +1.5% | -51.8% | -51.7% |
| 10Y | +42.3% | +18.5% | +23.8% | +39.5% |
| All | +42.3% | +18.2% | +24.1% | +39.5% |
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