+2,616.6%
SCHW vs VTR
+1,502.7%
+1,113.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.3% |
| 7D | -2.8% | -1.8% | -1.0% | -2.2% |
| 30D | -0.1% | +4.0% | -4.1% | -1.4% |
| 3M | +20.6% | +7.8% | +12.7% | +17.2% |
| 6M | +15.9% | +6.4% | +9.6% | +12.8% |
| YTD | +8.5% | +18.3% | -9.8% | +1.7% |
| 1Y | +17.8% | +33.9% | -16.1% | +5.7% |
| 3Y | +88.5% | +134.3% | -45.8% | +38.4% |
| 5Y | +60.6% | +90.3% | -29.6% | +24.8% |
| 10Y | +298.0% | +100.1% | +197.9% | +168.1% |
| All | +2,616.6% | +1,502.7% | +1,113.9% | +832.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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