+87.0%
SCHW vs VSH
+33.8%
+53.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | -2.8% | +3.1% | -5.8% | -3.0% |
| 30D | -0.1% | -5.7% | +5.7% | +0.3% |
| 3M | +20.6% | -42.5% | +63.0% | +25.3% |
| 6M | +15.9% | +82.7% | -66.7% | -0.4% |
| YTD | +8.5% | +118.2% | -109.7% | -10.1% |
| 1Y | +17.8% | +109.7% | -91.8% | -2.2% |
| All | +87.0% | +33.8% | +53.2% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling