+117.6%
SCHW vs VLTO
+23.4%
+94.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | -2.8% | -4.5% | +1.8% | -1.2% |
| 30D | -0.1% | -4.6% | +4.6% | +1.5% |
| 3M | +20.6% | +13.3% | +7.3% | +15.2% |
| 6M | +15.9% | +2.1% | +13.8% | +14.8% |
| YTD | +8.5% | -6.1% | +14.6% | +10.4% |
| 1Y | +17.8% | -11.4% | +29.2% | +22.4% |
| All | +117.6% | +23.4% | +94.2% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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