+59.6%
SCHW vs VFC
-79.1%
+138.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -2.8% | -3.3% | +0.5% | -2.2% |
| 30D | -0.1% | -14.0% | +14.0% | +2.5% |
| 3M | +20.6% | -22.6% | +43.1% | +25.1% |
| 6M | +15.9% | -24.7% | +40.7% | +20.3% |
| YTD | +8.5% | -29.0% | +37.5% | +13.5% |
| 1Y | +17.8% | -13.8% | +31.6% | +18.1% |
| 3Y | +88.5% | -28.2% | +116.8% | +81.2% |
| All | +59.6% | -79.1% | +138.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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