+294.9%
SCHW vs VTRS
-48.4%
+343.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | -1.6% | +3.3% | -4.9% | -2.6% |
| 3M | +21.3% | +2.0% | +19.3% | +20.2% |
| 6M | +16.5% | +19.9% | -3.5% | +9.7% |
| YTD | +8.4% | +35.7% | -27.3% | -2.0% |
| 1Y | +15.6% | +68.1% | -52.5% | -2.2% |
| 3Y | +86.8% | +87.1% | -0.2% | +47.2% |
| 5Y | +60.5% | +47.6% | +12.9% | +32.7% |
| All | +294.9% | -48.4% | +343.3% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling