+13.8%
VRT vs SWKS
+14.2%
-0.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -11.9% |
| 7D | -15.4% | -4.9% | -10.4% | -13.8% |
| 30D | -19.0% | -1.2% | -17.8% | -18.4% |
| 3M | -23.8% | +24.2% | -48.0% | -30.3% |
| 6M | -37.9% | +21.5% | -59.3% | -43.1% |
| YTD | +27.0% | +33.5% | -6.5% | +11.0% |
| 1Y | +13.8% | +18.9% | -5.1% | +9.8% |
| All | +13.8% | +14.2% | -0.4% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling