+238.6%
SCHD vs DVA
+187.8%
+50.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -1.3% | -0.6% | -1.7% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +5.7% | -10.9% | +16.7% | +7.5% |
| 6M | +11.9% | +17.3% | -5.4% | +7.1% |
| YTD | +26.4% | +59.8% | -33.4% | +13.0% |
| 1Y | +27.6% | +36.3% | -8.6% | +17.7% |
| 3Y | +54.9% | +88.6% | -33.7% | +30.2% |
| 5Y | +60.9% | +47.5% | +13.4% | +39.6% |
| All | +238.6% | +187.8% | +50.8% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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