+1,072.7%
SCHW vs VTV
+706.8%
+365.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.7% |
| 7D | -2.8% | -2.1% | -0.7% | 0.0% |
| 30D | -0.1% | -1.3% | +1.3% | +1.8% |
| 3M | +20.6% | +5.6% | +14.9% | +11.6% |
| 6M | +15.9% | +12.4% | +3.6% | -1.7% |
| YTD | +8.5% | +17.6% | -9.2% | -13.7% |
| 1Y | +17.8% | +23.5% | -5.7% | -12.3% |
| 3Y | +88.5% | +67.0% | +21.5% | -7.6% |
| 5Y | +60.6% | +80.5% | -19.9% | -27.8% |
| 10Y | +298.0% | +230.6% | +67.4% | -20.4% |
| All | +1,072.7% | +706.8% | +365.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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