+224.3%
SCHW vs VST
+1,022.7%
-798.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.7% |
| 7D | +4.2% | -6.0% | +10.2% | +4.9% |
| 30D | -3.8% | -18.8% | +15.0% | -0.6% |
| 3M | -13.6% | -8.0% | -5.6% | -13.3% |
| 6M | +5.3% | -10.9% | +16.2% | +5.3% |
| YTD | -6.0% | -18.3% | +12.4% | -5.5% |
| 1Y | -1.4% | -29.9% | +28.5% | +2.3% |
| 3Y | +77.4% | +290.3% | -212.9% | -1.5% |
| 5Y | +22.9% | +635.3% | -612.4% | -45.7% |
| 10Y | +199.3% | +1,162.4% | -963.1% | +13.4% |
| All | +224.3% | +1,022.7% | -798.4% | +23.9% |
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