+2,723.0%
VRT vs SWKS
-4.0%
+2,727.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +2.7% |
| 7D | +9.1% | +12.5% | -3.4% | +3.1% |
| 30D | +0.9% | +10.5% | -9.6% | -4.0% |
| 3M | -13.4% | -7.4% | -6.0% | -10.3% |
| 6M | +11.7% | +32.7% | -21.0% | -4.5% |
| YTD | +73.2% | +19.2% | +54.1% | +54.6% |
| 1Y | +123.4% | +2.4% | +121.0% | +113.8% |
| 3Y | +606.2% | -25.6% | +631.8% | +647.5% |
| 5Y | +899.9% | -53.4% | +953.3% | +1,137.8% |
| All | +2,723.0% | -4.0% | +2,727.0% | +2,497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling