+237.3%
SCHD vs FE
+114.8%
+122.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | -0.8% | -1.3% | +0.4% | -0.4% |
| 3M | +6.2% | +0.6% | +5.6% | +5.9% |
| 6M | +11.8% | -6.8% | +18.7% | +14.2% |
| YTD | +26.0% | +6.4% | +19.5% | +22.9% |
| 1Y | +28.1% | +11.3% | +16.9% | +23.0% |
| 3Y | +54.6% | +47.1% | +7.5% | +33.3% |
| 5Y | +60.3% | +50.4% | +9.9% | +36.2% |
| All | +237.3% | +114.8% | +122.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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