+59.6%
SCHW vs VSH
+64.1%
-4.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -2.8% | +3.1% | -5.8% | -3.2% |
| 30D | -0.1% | -5.7% | +5.7% | +0.7% |
| 3M | +20.6% | -42.5% | +63.0% | +29.6% |
| 6M | +15.9% | +82.7% | -66.7% | -7.1% |
| YTD | +8.5% | +118.2% | -109.7% | -17.7% |
| 1Y | +17.8% | +109.7% | -91.8% | -10.4% |
| 3Y | +88.5% | +35.3% | +53.2% | +60.2% |
| All | +59.6% | +64.1% | -4.5% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling