+295.1%
SCHW vs VCIT
+29.2%
+265.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.1% | -0.5% | -0.5% | -1.0% |
| 3M | +20.4% | -0.9% | +21.3% | +20.4% |
| 6M | +13.6% | -1.9% | +15.6% | +13.7% |
| YTD | +7.7% | -1.0% | +8.7% | +7.7% |
| 1Y | +15.2% | +0.2% | +15.0% | +15.2% |
| 3Y | +87.1% | +19.0% | +68.1% | +85.9% |
| 5Y | +57.5% | +3.1% | +54.4% | +47.4% |
| 10Y | +295.1% | +29.8% | +265.4% | +431.7% |
| All | +295.1% | +29.2% | +265.9% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling