+597.4%
SCHD vs FE
+101.1%
+496.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | +7.1% | +4.5% | +2.6% | +5.7% |
| 3M | +5.7% | +1.3% | +4.4% | +5.3% |
| 6M | +15.6% | +8.7% | +6.9% | +12.5% |
| YTD | +34.9% | +9.2% | +25.7% | +30.8% |
| 1Y | +37.4% | +7.0% | +30.4% | +34.0% |
| 3Y | +74.5% | +51.4% | +23.1% | +51.1% |
| 5Y | +63.7% | +47.7% | +16.0% | +41.8% |
| 10Y | +259.1% | +125.0% | +134.1% | +175.3% |
| All | +597.4% | +101.1% | +496.3% | +438.9% |
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