+60.0%
SCHD vs FE
+46.0%
+14.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -0.3% | -1.2% | +0.9% | +0.1% |
| 3M | +6.1% | +1.7% | +4.4% | +5.4% |
| 6M | +11.7% | -7.5% | +19.2% | +14.3% |
| YTD | +26.3% | +6.3% | +20.0% | +23.3% |
| 1Y | +28.8% | +10.9% | +17.9% | +23.6% |
| 3Y | +55.0% | +46.9% | +8.1% | +32.2% |
| 5Y | +60.0% | +47.6% | +12.4% | +34.8% |
| All | +60.0% | +46.0% | +14.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling