+2,545.5%
VRT vs SCHW
+138.0%
+2,407.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -2.7% | -1.1% | -1.6% | -2.5% |
| 3M | -9.2% | +20.4% | -29.5% | -16.8% |
| 6M | -0.5% | +13.6% | -14.1% | -7.0% |
| YTD | +62.3% | +7.7% | +54.6% | +54.8% |
| 1Y | +109.6% | +15.2% | +94.4% | +93.3% |
| 3Y | +573.1% | +87.1% | +485.9% | +401.8% |
| 5Y | +953.6% | +57.5% | +896.2% | +734.2% |
| All | +2,545.5% | +138.0% | +2,407.5% | +1,462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling