+2,874.5%
V vs SCHW
+604.1%
+2,270.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | +15.5% | +21.7% | -6.2% | +7.0% |
| 6M | +16.6% | +13.0% | +3.7% | +10.7% |
| YTD | +5.7% | +8.0% | -2.3% | +1.8% |
| 1Y | +8.6% | +15.8% | -7.3% | +1.5% |
| 3Y | +52.5% | +87.7% | -35.2% | +15.2% |
| 5Y | +67.1% | +59.7% | +7.5% | +27.8% |
| 10Y | +376.8% | +292.9% | +83.9% | +131.3% |
| All | +2,874.5% | +604.1% | +2,270.5% | +852.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCHW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling