+644.6%
SCHW vs VIVK
-100.0%
+744.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | -2.8% | -9.5% | +6.7% | -2.8% |
| 30D | -0.1% | -35.1% | +35.1% | 0.0% |
| 3M | +20.6% | -93.4% | +113.9% | +20.7% |
| 6M | +15.9% | -98.0% | +113.9% | +16.1% |
| YTD | +8.5% | -97.9% | +106.3% | +8.6% |
| 1Y | +17.8% | -100.0% | +117.8% | +18.2% |
| 3Y | +88.5% | -100.0% | +188.5% | +89.0% |
| 5Y | +60.6% | -100.0% | +160.6% | +61.0% |
| 10Y | +298.0% | -100.0% | +398.0% | +298.8% |
| All | +644.6% | -100.0% | +744.6% | +683.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling