+327.3%
SCHW vs VTEB
+25.5%
+301.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -0.9% | -0.9% | -1.7% |
| 30D | -1.6% | -2.5% | +0.9% | -1.2% |
| 3M | +21.3% | -3.0% | +24.2% | +21.9% |
| 6M | +16.5% | -2.1% | +18.6% | +16.9% |
| YTD | +8.4% | -1.5% | +9.9% | +8.7% |
| 1Y | +15.6% | +0.2% | +15.5% | +15.6% |
| 3Y | +86.8% | +8.6% | +78.3% | +83.5% |
| 5Y | +60.5% | +1.2% | +59.3% | +59.2% |
| 10Y | +297.7% | +18.1% | +279.7% | +471.9% |
| All | +327.3% | +25.5% | +301.7% | +889.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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