+116.5%
SCHC vs VT
+223.7%
-107.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -2.1% | -2.6% | +0.5% | +0.4% |
| 3M | -4.4% | -3.2% | -1.2% | -1.4% |
| 6M | -5.4% | +0.9% | -6.3% | -6.2% |
| YTD | +6.6% | +11.3% | -4.7% | -3.5% |
| 1Y | +13.0% | +14.0% | -1.0% | -0.1% |
| 3Y | +69.0% | +75.8% | -6.8% | -1.3% |
| 5Y | +29.0% | +57.8% | -28.8% | -16.6% |
| 10Y | +116.5% | +219.8% | -103.3% | -27.1% |
| All | +116.5% | +223.7% | -107.2% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling