+84.3%
VZ vs SCHW
+93.3%
-9.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | +7.1% | -0.4% | +7.5% | +7.1% |
| 3M | +12.8% | +21.7% | -8.9% | +11.7% |
| 6M | +1.8% | +13.0% | -11.2% | +1.0% |
| YTD | +30.0% | +8.0% | +22.0% | +29.2% |
| 1Y | +24.3% | +15.8% | +8.5% | +22.6% |
| 3Y | +84.3% | +87.7% | -3.4% | +54.9% |
| All | +84.3% | +93.3% | -9.0% | +54.9% |
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