+1,064.0%
SCHW vs VO
+814.4%
+249.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -0.9% |
| 30D | -1.1% | -1.9% | +0.9% | +1.2% |
| 3M | +20.4% | +3.3% | +17.1% | +15.4% |
| 6M | +13.6% | +9.7% | +3.9% | +0.9% |
| YTD | +7.7% | +12.6% | -4.9% | -7.4% |
| 1Y | +15.2% | +13.6% | +1.5% | -2.2% |
| 3Y | +87.1% | +56.8% | +30.3% | +6.9% |
| 5Y | +57.5% | +42.3% | +15.2% | +0.6% |
| 10Y | +295.1% | +199.2% | +95.9% | -0.5% |
| All | +1,064.0% | +814.4% | +249.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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