+294.9%
SCHW vs VCLT
+17.1%
+277.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | -1.6% | -1.2% | -0.5% | -1.5% |
| 3M | +21.3% | -4.8% | +26.0% | +21.9% |
| 6M | +16.5% | -2.6% | +19.1% | +16.8% |
| YTD | +8.4% | -3.3% | +11.8% | +8.8% |
| 1Y | +15.6% | -4.8% | +20.4% | +16.2% |
| 3Y | +86.8% | +11.5% | +75.3% | +84.9% |
| 5Y | +60.5% | -17.0% | +77.5% | +55.9% |
| All | +294.9% | +17.1% | +277.8% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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