+246.4%
SCHD vs BKR
+118.7%
+127.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.6% |
| 7D | -1.3% | -10.6% | +9.3% | +1.3% |
| 30D | -0.5% | -12.4% | +11.9% | +2.6% |
| 3M | +5.5% | -9.7% | +15.2% | +7.7% |
| 6M | +13.3% | +5.4% | +8.0% | +10.9% |
| YTD | +27.3% | +26.0% | +1.2% | +18.8% |
| 1Y | +29.6% | +24.0% | +5.5% | +21.0% |
| 3Y | +54.8% | +64.9% | -10.1% | +32.3% |
| 5Y | +62.3% | +161.7% | -99.3% | +18.9% |
| 10Y | +246.4% | +117.3% | +129.1% | +118.3% |
| All | +246.4% | +118.7% | +127.7% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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