-1.4%
SCHW vs VST
-32.3%
+30.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.2% |
| 7D | +4.2% | -6.0% | +10.2% | +4.0% |
| 30D | -3.8% | -18.8% | +15.0% | -4.5% |
| 3M | -13.6% | -8.0% | -5.6% | -13.8% |
| 6M | +5.3% | -10.9% | +16.2% | +4.9% |
| YTD | -6.0% | -18.3% | +12.4% | -6.1% |
| 1Y | -1.4% | -29.9% | +28.5% | +0.5% |
| All | -1.4% | -32.3% | +30.8% | +0.5% |
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