+294.9%
SCHW vs VNQ
+64.0%
+230.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | -1.6% | -2.6% | +1.0% | +0.1% |
| 3M | +21.3% | -2.0% | +23.3% | +22.6% |
| 6M | +16.5% | +4.3% | +12.2% | +12.7% |
| YTD | +8.4% | +9.2% | -0.8% | +1.5% |
| 1Y | +15.6% | +5.6% | +10.0% | +10.6% |
| 3Y | +86.8% | +30.8% | +56.0% | +52.8% |
| 5Y | +60.5% | +8.0% | +52.5% | +48.9% |
| All | +294.9% | +64.0% | +230.9% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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