+1,678.9%
VRT vs SWKS
+5.3%
+1,673.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.1% | -12.0% | -13.1% |
| 7D | -28.1% | -9.2% | -18.9% | -24.6% |
| 30D | -30.2% | -1.9% | -28.3% | -29.4% |
| 3M | -36.4% | +21.2% | -57.6% | -42.8% |
| 6M | -48.2% | +12.9% | -61.0% | -52.6% |
| YTD | +9.2% | +30.7% | -21.6% | -8.0% |
| 1Y | -7.2% | +14.1% | -21.4% | -16.4% |
| 3Y | +338.7% | -1.7% | +340.4% | +301.8% |
| 5Y | +542.8% | -43.0% | +585.8% | +626.4% |
| All | +1,678.9% | +5.3% | +1,673.6% | +1,445.8% |
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 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