+346.3%
VRT vs SWKS
-1.9%
+348.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.1% | -12.0% | -13.1% |
| 7D | -28.1% | -9.2% | -18.9% | -24.9% |
| 30D | -30.2% | -1.9% | -28.3% | -29.4% |
| 3M | -36.4% | +21.2% | -57.6% | -42.4% |
| 6M | -48.2% | +12.9% | -61.0% | -52.2% |
| YTD | +9.2% | +30.7% | -21.6% | -7.2% |
| 1Y | -7.2% | +14.1% | -21.4% | -15.6% |
| All | +346.3% | -1.9% | +348.2% | +280.1% |
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