+243.1%
SCHD vs FN
+890.7%
-647.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.6% | +5.8% | -8.4% | -3.3% |
| 30D | -0.3% | -20.6% | +20.3% | +1.9% |
| 3M | +6.1% | -28.6% | +34.7% | +9.0% |
| 6M | +11.7% | -20.7% | +32.4% | +11.8% |
| YTD | +26.3% | -8.1% | +34.5% | +22.8% |
| 1Y | +28.8% | +13.3% | +15.4% | +20.4% |
| 3Y | +55.0% | +175.7% | -120.6% | +18.2% |
| 5Y | +60.0% | +297.4% | -237.4% | +9.8% |
| 10Y | +243.1% | +950.9% | -707.8% | +90.7% |
| All | +243.1% | +890.7% | -647.6% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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