+567.3%
VRT vs SWKS
-42.6%
+609.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.8% |
| 7D | -21.4% | -6.2% | -15.2% | -18.2% |
| 30D | -25.8% | -1.5% | -24.3% | -24.9% |
| 3M | -33.5% | +23.0% | -56.5% | -42.3% |
| 6M | -49.0% | +27.6% | -76.6% | -57.4% |
| YTD | +12.9% | +32.3% | -19.4% | -10.1% |
| 1Y | 0.0% | +20.1% | -20.1% | -15.3% |
| 3Y | +361.8% | +0.6% | +361.2% | +291.6% |
| All | +567.3% | -42.6% | +609.9% | +702.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling