+9,476.9%
SCHW vs VIAV
+3,187.5%
+6,289.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +1.9% |
| 7D | -2.8% | +11.2% | -14.0% | -5.8% |
| 30D | -0.1% | -2.6% | +2.6% | -0.4% |
| 3M | +20.6% | -20.1% | +40.7% | +23.8% |
| 6M | +15.9% | +25.8% | -9.9% | +2.2% |
| YTD | +8.5% | +109.9% | -101.4% | -18.5% |
| 1Y | +17.8% | +214.3% | -196.4% | -21.8% |
| 3Y | +88.5% | +281.6% | -193.1% | +14.3% |
| 5Y | +60.6% | +132.6% | -72.0% | +9.6% |
| 10Y | +298.0% | +396.7% | -98.6% | +114.4% |
| All | +9,476.9% | +3,187.5% | +6,289.5% | +2,667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling