+1,072.7%
SCHW vs VGT
+2,251.7%
-1,179.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.7% |
| 7D | -2.8% | -1.0% | -1.7% | -1.9% |
| 30D | -0.1% | -0.4% | +0.4% | 0.0% |
| 3M | +20.6% | +6.6% | +14.0% | +11.5% |
| 6M | +15.9% | +31.0% | -15.1% | -13.0% |
| YTD | +8.5% | +27.2% | -18.8% | -16.6% |
| 1Y | +17.8% | +34.5% | -16.6% | -14.7% |
| 3Y | +88.5% | +123.1% | -34.6% | -21.5% |
| 5Y | +60.6% | +135.1% | -74.5% | -40.0% |
| 10Y | +298.0% | +803.4% | -505.3% | -72.4% |
| All | +1,072.7% | +2,251.7% | -1,179.0% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 all: compounded portfolio wealth divided by compounded VGT 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…
all analysis · Full analysis span regression · 6 months rolling