+59.7%
SCHW vs VST
+784.9%
-725.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -1.3% | +9.9% | -11.2% | -2.6% |
| 30D | -0.4% | +7.9% | -8.3% | -1.5% |
| 3M | +21.7% | +3.4% | +18.3% | +20.5% |
| 6M | +13.0% | -4.1% | +17.1% | +12.5% |
| YTD | +8.0% | -5.7% | +13.7% | +7.2% |
| 1Y | +15.8% | -18.9% | +34.7% | +17.0% |
| 3Y | +87.7% | +359.1% | -271.3% | +13.3% |
| 5Y | +59.7% | +766.9% | -707.2% | -15.8% |
| All | +59.7% | +784.9% | -725.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling