+0.8%
SCHW vs VIVK
-100.0%
+100.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -27.5% | +32.0% | +4.3% |
| 7D | +5.2% | -68.7% | +73.9% | +4.2% |
| 30D | -4.7% | -90.0% | +85.3% | -6.5% |
| 3M | -11.9% | -98.1% | +86.1% | -15.0% |
| 6M | +2.7% | -99.9% | +102.6% | -2.7% |
| YTD | -5.6% | -99.9% | +94.3% | -10.3% |
| 1Y | +0.8% | -100.0% | +100.8% | -1.3% |
| All | +0.8% | -100.0% | +100.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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