+79.4%
SCHW vs VST
+295.7%
-216.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +2.0% | +6.6% | -4.6% | +1.5% |
| 30D | -3.6% | -12.4% | +8.8% | -2.8% |
| 3M | -15.0% | -9.0% | -6.0% | -14.8% |
| 6M | +2.6% | -6.4% | +9.1% | +2.2% |
| YTD | -5.7% | -17.2% | +11.5% | -5.6% |
| 1Y | -0.9% | -22.0% | +21.1% | -0.2% |
| 3Y | +79.4% | +296.7% | -217.3% | +54.8% |
| All | +79.4% | +295.7% | -216.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling