+566.6%
SCHD vs FE
+98.2%
+468.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +3.4% | -1.2% | +4.6% | +3.8% |
| 3M | +7.6% | +3.5% | +4.1% | +6.4% |
| 6M | +12.2% | -6.1% | +18.2% | +14.1% |
| YTD | +29.0% | +7.6% | +21.4% | +25.6% |
| 1Y | +30.3% | +11.9% | +18.4% | +25.2% |
| 3Y | +56.1% | +48.4% | +7.7% | +35.9% |
| 5Y | +60.4% | +44.8% | +15.6% | +39.8% |
| 10Y | +241.3% | +115.9% | +125.4% | +164.2% |
| All | +566.6% | +98.2% | +468.4% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling