+60.2%
SCHD vs BN
+33.2%
+27.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -5.2% | +3.2% | -0.4% |
| 30D | -0.4% | -14.5% | +14.1% | +4.3% |
| 3M | +5.7% | -15.0% | +20.7% | +10.9% |
| 6M | +11.9% | -5.4% | +17.3% | +13.0% |
| YTD | +26.4% | -16.4% | +42.9% | +32.1% |
| 1Y | +27.6% | -16.2% | +43.9% | +32.8% |
| 3Y | +54.9% | +67.5% | -12.6% | +24.2% |
| All | +60.2% | +33.2% | +27.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling