+1,855.0%
VRT vs SWKS
+7.3%
+1,847.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | -3.1% | -14.5% | -16.2% |
| 30D | -20.0% | +8.3% | -28.3% | -22.5% |
| 3M | -28.1% | +20.2% | -48.3% | -35.0% |
| 6M | -42.8% | +24.9% | -67.8% | -49.8% |
| YTD | +20.0% | +33.2% | -13.2% | +0.3% |
| 1Y | +3.5% | +23.6% | -20.1% | -10.2% |
| 3Y | +366.1% | +1.3% | +364.9% | +321.1% |
| 5Y | +632.2% | -40.6% | +672.8% | +714.8% |
| All | +1,855.0% | +7.3% | +1,847.7% | +1,585.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling