+294.9%
SCHW vs VIAV
+419.4%
-124.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.9% |
| 7D | -1.9% | +11.2% | -13.0% | -4.5% |
| 30D | -1.6% | -10.1% | +8.5% | +0.1% |
| 3M | +21.3% | -22.9% | +44.1% | +25.7% |
| 6M | +16.5% | +28.8% | -12.3% | +0.9% |
| YTD | +8.4% | +117.5% | -109.0% | -22.2% |
| 1Y | +15.6% | +216.1% | -200.4% | -28.1% |
| 3Y | +86.8% | +292.2% | -205.4% | +2.3% |
| 5Y | +60.5% | +141.0% | -80.5% | +4.4% |
| All | +294.9% | +419.4% | -124.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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