+61.3%
SCHD vs BTDR
+19.6%
+41.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | -2.0% | -3.4% | +1.4% | -1.9% |
| 30D | -0.4% | +32.6% | -33.0% | -0.9% |
| 3M | +5.7% | -32.2% | +38.0% | +6.2% |
| 6M | +11.9% | +52.4% | -40.5% | +10.3% |
| YTD | +26.4% | +6.7% | +19.8% | +25.4% |
| 1Y | +27.6% | -15.2% | +42.8% | +26.5% |
| 3Y | +54.9% | +14.9% | +40.1% | +49.1% |
| 5Y | +60.9% | +20.8% | +40.1% | +54.6% |
| All | +61.3% | +19.6% | +41.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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