+0.8%
SCHW vs VST
-35.7%
+36.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -13.8% | +18.4% | +3.8% |
| 7D | +5.2% | -15.7% | +20.9% | +4.3% |
| 30D | -4.7% | -17.0% | +12.3% | -5.5% |
| 3M | -11.9% | -15.9% | +3.9% | -12.6% |
| 6M | +2.7% | -25.0% | +27.7% | +1.9% |
| YTD | -5.6% | -25.1% | +19.5% | -6.2% |
| 1Y | +0.8% | -34.9% | +35.6% | +1.7% |
| All | +0.8% | -35.7% | +36.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling