+608.9%
SCHA vs VT
+476.7%
+132.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | -0.4% | +1.0% | -1.4% | -1.5% |
| 3M | +0.8% | +2.4% | -1.5% | -1.7% |
| 6M | +14.1% | +12.0% | +2.1% | +0.6% |
| YTD | +21.8% | +15.3% | +6.5% | +3.9% |
| 1Y | +27.2% | +22.6% | +4.6% | +1.5% |
| 3Y | +61.1% | +74.7% | -13.6% | -12.5% |
| 5Y | +41.9% | +66.1% | -24.3% | -17.9% |
| 10Y | +173.8% | +225.0% | -51.2% | -20.4% |
| All | +608.9% | +476.7% | +132.2% | +16.2% |
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