+559.1%
SCHD vs BN
+766.8%
-207.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.1% |
| 7D | -1.1% | -1.2% | 0.0% | -0.7% |
| 30D | +1.5% | -10.9% | +12.4% | +6.0% |
| 3M | +7.4% | -11.1% | +18.5% | +12.1% |
| 6M | +12.4% | -4.4% | +16.7% | +13.3% |
| YTD | +27.5% | -14.1% | +41.7% | +33.3% |
| 1Y | +30.0% | -11.1% | +41.1% | +33.4% |
| 3Y | +56.5% | +75.6% | -19.1% | +18.1% |
| 5Y | +60.7% | +35.8% | +24.9% | +31.1% |
| 10Y | +237.8% | +261.6% | -23.8% | +78.2% |
| All | +559.1% | +766.8% | -207.7% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling