+86.8%
SCHW vs VIVK
-100.0%
+186.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.1% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -1.6% | -40.8% | +39.2% | -1.6% |
| 3M | +21.3% | -94.1% | +115.4% | +22.2% |
| 6M | +16.5% | -98.2% | +114.7% | +17.7% |
| YTD | +8.4% | -98.0% | +106.4% | +8.5% |
| 1Y | +15.6% | -100.0% | +115.6% | +22.3% |
| 3Y | +86.8% | -100.0% | +186.8% | +81.6% |
| All | +86.8% | -100.0% | +186.8% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling