+51,225.6%
SCHW vs VSH
+1,668.7%
+49,556.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -1.6% | +3.5% | -5.1% | -2.8% |
| 30D | -1.1% | -4.4% | +3.3% | +0.1% |
| 3M | +20.4% | -45.8% | +66.2% | +42.2% |
| 6M | +13.6% | +90.1% | -76.5% | -19.1% |
| YTD | +7.7% | +120.3% | -112.6% | -28.2% |
| 1Y | +15.2% | +112.2% | -97.0% | -23.0% |
| 3Y | +87.1% | +36.6% | +50.6% | +37.1% |
| 5Y | +57.5% | +67.0% | -9.5% | +4.5% |
| 10Y | +295.1% | +179.5% | +115.6% | +104.4% |
| All | +51,225.6% | +1,668.7% | +49,556.9% | +10,762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling