+62.8%
VZ vs SCHW
+301.3%
-238.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -1.2% | -2.8% | +1.5% | -0.9% |
| 30D | +5.7% | -0.1% | +5.8% | +5.7% |
| 3M | +8.2% | +20.6% | -12.3% | +5.4% |
| 6M | +1.7% | +15.9% | -14.2% | -0.6% |
| YTD | +28.9% | +8.5% | +20.4% | +26.9% |
| 1Y | +22.7% | +17.8% | +4.9% | +19.3% |
| 3Y | +82.7% | +88.5% | -5.8% | +63.2% |
| 5Y | +26.4% | +60.6% | -34.2% | +13.2% |
| All | +62.8% | +301.3% | -238.5% | +22.4% |
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