+51,606.1%
SCHW vs VMC
+3,093.3%
+48,512.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | -2.8% | -3.7% | +0.9% | -0.9% |
| 30D | -0.1% | -12.8% | +12.7% | +6.8% |
| 3M | +20.6% | -7.9% | +28.5% | +24.6% |
| 6M | +15.9% | -7.5% | +23.5% | +18.8% |
| YTD | +8.5% | -11.6% | +20.1% | +12.9% |
| 1Y | +17.8% | -14.3% | +32.1% | +24.3% |
| 3Y | +88.5% | +18.5% | +70.0% | +64.8% |
| 5Y | +60.6% | +46.8% | +13.9% | +24.4% |
| 10Y | +298.0% | +153.2% | +144.8% | +113.6% |
| All | +51,606.1% | +3,093.3% | +48,512.8% | +9,066.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling