+561.7%
SCHA vs VT
+441.2%
+120.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +0.3% |
| 7D | -4.1% | -4.2% | +0.1% | +0.6% |
| 30D | -2.9% | -5.8% | +2.9% | +3.8% |
| 3M | -7.0% | -5.2% | -1.8% | -1.3% |
| 6M | -2.4% | +0.1% | -2.6% | -2.5% |
| YTD | +13.7% | +8.2% | +5.5% | +4.1% |
| 1Y | +16.6% | +10.1% | +6.5% | +4.8% |
| 3Y | +63.6% | +69.7% | -6.1% | -8.3% |
| 5Y | +25.4% | +53.4% | -28.0% | -20.7% |
| 10Y | +174.6% | +219.2% | -44.6% | -18.3% |
| All | +561.7% | +441.2% | +120.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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