+619.5%
VRT vs SWKS
-25.5%
+645.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +2.8% |
| 7D | +9.1% | +12.5% | -3.4% | +3.3% |
| 30D | +0.9% | +10.5% | -9.6% | -3.8% |
| 3M | -13.4% | -7.4% | -6.0% | -10.5% |
| 6M | +11.7% | +32.7% | -21.0% | -4.3% |
| YTD | +73.2% | +19.2% | +54.1% | +55.1% |
| 1Y | +123.4% | +2.4% | +121.0% | +114.7% |
| All | +619.5% | -25.5% | +645.0% | +616.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling