+2,397.0%
VRT vs SCHW
+139.8%
+2,257.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.4% | -5.9% |
| 7D | -7.7% | -2.8% | -4.9% | -6.7% |
| 30D | -12.0% | -0.1% | -11.9% | -12.2% |
| 3M | -11.7% | +20.6% | -32.3% | -19.1% |
| 6M | -8.1% | +15.9% | -24.0% | -14.8% |
| YTD | +53.2% | +8.5% | +44.7% | +45.6% |
| 1Y | +81.7% | +17.8% | +63.8% | +66.0% |
| 3Y | +535.3% | +88.5% | +446.7% | +372.0% |
| 5Y | +916.4% | +60.6% | +855.7% | +698.7% |
| All | +2,397.0% | +139.8% | +2,257.2% | +1,369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling