+238.6%
SCHD vs BN
+265.2%
-26.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -5.2% | +3.2% | +0.1% |
| 30D | -0.4% | -14.5% | +14.1% | +5.6% |
| 3M | +5.7% | -15.0% | +20.7% | +12.3% |
| 6M | +11.9% | -5.4% | +17.3% | +13.3% |
| YTD | +26.4% | -16.4% | +42.9% | +33.6% |
| 1Y | +27.6% | -16.2% | +43.9% | +34.1% |
| 3Y | +54.9% | +67.5% | -12.6% | +18.0% |
| 5Y | +60.9% | +34.1% | +26.8% | +31.0% |
| All | +238.6% | +265.2% | -26.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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