+280.9%
SCHW vs VST
+1,175.7%
-894.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.7% |
| 7D | -0.8% | +8.9% | -9.7% | -2.5% |
| 30D | +1.5% | +6.2% | -4.7% | +0.1% |
| 3M | +24.6% | -2.7% | +27.3% | +24.3% |
| 6M | +14.5% | -8.4% | +22.9% | +14.8% |
| YTD | +10.5% | -7.2% | +17.7% | +9.5% |
| 1Y | +13.4% | -20.9% | +34.3% | +15.4% |
| 3Y | +88.3% | +384.0% | -295.7% | +0.2% |
| 5Y | +62.1% | +757.1% | -695.0% | -30.3% |
| All | +280.9% | +1,175.7% | -894.8% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling