+535.3%
VRT vs SCHW
+86.8%
+448.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.4% | -6.0% |
| 7D | -7.7% | -2.8% | -4.9% | -6.6% |
| 30D | -12.0% | -0.1% | -11.9% | -12.2% |
| 3M | -11.7% | +20.6% | -32.3% | -20.1% |
| 6M | -8.1% | +15.9% | -24.0% | -15.7% |
| YTD | +53.2% | +8.5% | +44.7% | +45.0% |
| 1Y | +81.7% | +17.8% | +63.8% | +62.5% |
| All | +535.3% | +86.8% | +448.5% | +387.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling