+121.5%
SCHW vs VLTO
+27.2%
+94.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | +1.5% | -0.9% | +2.3% | +1.7% |
| 3M | +24.6% | +13.8% | +10.7% | +18.8% |
| 6M | +14.5% | +2.0% | +12.5% | +13.5% |
| YTD | +10.5% | -3.2% | +13.7% | +11.3% |
| 1Y | +13.4% | -9.2% | +22.5% | +16.8% |
| All | +121.5% | +27.2% | +94.4% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling