+1,064.0%
SCHW vs VUG
+1,240.0%
-176.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -1.1% | -1.7% | +0.6% | +0.7% |
| 3M | +20.4% | +2.8% | +17.5% | +15.7% |
| 6M | +13.6% | +13.6% | 0.0% | -3.0% |
| YTD | +7.7% | +8.1% | -0.4% | -3.0% |
| 1Y | +15.2% | +13.1% | +2.1% | -1.8% |
| 3Y | +87.1% | +87.0% | +0.2% | -13.7% |
| 5Y | +57.5% | +76.0% | -18.5% | -26.1% |
| 10Y | +295.1% | +420.5% | -125.4% | -60.7% |
| All | +1,064.0% | +1,240.0% | -176.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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