+271.4%
SCHW vs VST
+1,191.1%
-919.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.6% |
| 30D | -1.1% | +5.8% | -6.8% | -2.3% |
| 3M | +20.4% | +3.5% | +16.9% | +18.6% |
| 6M | +13.6% | -7.4% | +21.0% | +13.7% |
| YTD | +7.7% | -6.1% | +13.8% | +6.5% |
| 1Y | +15.2% | -21.6% | +36.8% | +17.6% |
| 3Y | +87.1% | +357.2% | -270.0% | +1.7% |
| 5Y | +57.5% | +777.0% | -719.6% | -32.7% |
| All | +271.4% | +1,191.1% | -919.7% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling