+1,003.0%
BE vs SCHD
+166.7%
+836.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.1% |
| 7D | +9.0% | -2.0% | +11.0% | +12.1% |
| 30D | +16.3% | -0.4% | +16.7% | +16.4% |
| 3M | +10.8% | +5.7% | +5.1% | -1.5% |
| 6M | +73.2% | +11.9% | +61.3% | +41.8% |
| YTD | +217.4% | +26.4% | +190.9% | +115.1% |
| 1Y | +309.8% | +27.6% | +282.2% | +171.5% |
| 3Y | +1,726.2% | +54.9% | +1,671.2% | +799.1% |
| 5Y | +1,306.2% | +60.9% | +1,245.2% | +592.9% |
| All | +1,003.0% | +166.7% | +836.3% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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