+2,723.0%
VRT vs SW
+52.2%
+2,670.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.1% |
| 7D | +9.1% | -5.1% | +14.2% | +10.2% |
| 30D | +0.9% | -4.6% | +5.5% | +1.8% |
| 3M | -13.4% | +9.4% | -22.8% | -15.1% |
| 6M | +11.7% | +3.5% | +8.2% | +10.3% |
| YTD | +73.2% | +22.0% | +51.2% | +66.1% |
| 1Y | +123.4% | +2.2% | +121.2% | +120.1% |
| 3Y | +606.2% | +19.6% | +586.6% | +575.9% |
| 5Y | +899.9% | -2.3% | +902.2% | +836.9% |
| All | +2,723.0% | +52.2% | +2,670.9% | +2,347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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