+294.9%
SCHW vs VMC
+156.6%
+138.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | -1.9% | -3.8% | +1.9% | -0.2% |
| 30D | -1.6% | -9.7% | +8.1% | +2.8% |
| 3M | +21.3% | -9.6% | +30.9% | +25.9% |
| 6M | +16.5% | -4.8% | +21.3% | +17.5% |
| YTD | +8.4% | -10.9% | +19.3% | +11.8% |
| 1Y | +15.6% | -15.6% | +31.2% | +22.2% |
| 3Y | +86.8% | +19.3% | +67.5% | +64.0% |
| 5Y | +60.5% | +48.0% | +12.5% | +25.8% |
| All | +294.9% | +156.6% | +138.3% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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