+215.2%
SCHC vs VT
+419.9%
-204.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.3% | +0.4% | -0.2% | -0.2% |
| 30D | +3.1% | +1.0% | +2.1% | +2.1% |
| 3M | +3.0% | +2.4% | +0.6% | +0.7% |
| 6M | +5.0% | +12.0% | -7.0% | -5.8% |
| YTD | +13.6% | +15.3% | -1.7% | -0.9% |
| 1Y | +21.2% | +22.6% | -1.3% | -0.3% |
| 3Y | +67.9% | +74.7% | -6.8% | -2.5% |
| 5Y | +35.8% | +66.1% | -30.3% | -17.2% |
| 10Y | +122.0% | +225.0% | -103.0% | -30.2% |
| All | +215.2% | +419.9% | -204.8% | -38.2% |
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