+59.5%
SCHW vs VRSK
-11.8%
+71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -5.2% | +3.3% | -0.5% |
| 30D | -1.6% | -2.3% | +0.7% | -1.2% |
| 3M | +21.3% | -2.9% | +24.2% | +21.5% |
| 6M | +16.5% | -12.8% | +29.3% | +19.9% |
| YTD | +8.4% | -20.8% | +29.2% | +14.3% |
| 1Y | +15.6% | -33.2% | +48.8% | +28.2% |
| 3Y | +86.8% | -26.6% | +113.4% | +97.2% |
| All | +59.5% | -11.8% | +71.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling