+15.2%
SCHW vs VG
+12.9%
+2.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.3% |
| 7D | -1.6% | +3.8% | -5.4% | -1.6% |
| 30D | -1.1% | +7.2% | -8.3% | -1.2% |
| 3M | +20.4% | +22.8% | -2.4% | +19.9% |
| 6M | +13.6% | +33.2% | -19.6% | +11.9% |
| YTD | +7.7% | +124.8% | -117.1% | +3.0% |
| 1Y | +15.2% | +15.8% | -0.6% | +10.3% |
| All | +15.2% | +12.9% | +2.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling