+59.6%
SCHW vs VCLT
-17.2%
+76.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -0.1% | -1.1% | +1.1% | +0.2% |
| 3M | +20.6% | -3.7% | +24.3% | +21.7% |
| 6M | +15.9% | -4.0% | +20.0% | +17.1% |
| YTD | +8.5% | -3.4% | +11.9% | +9.4% |
| 1Y | +17.8% | -4.1% | +22.0% | +19.0% |
| 3Y | +88.5% | +11.0% | +77.6% | +82.8% |
| All | +59.6% | -17.2% | +76.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling