+257.7%
SCHD vs FN
+763.2%
-505.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +1.4% | +20.8% | -19.3% | -0.7% |
| 30D | +7.7% | -17.3% | +25.0% | +9.2% |
| 3M | +5.7% | -38.1% | +43.8% | +10.1% |
| 6M | +14.9% | -44.2% | +59.2% | +19.8% |
| YTD | +34.2% | -22.3% | +56.5% | +31.6% |
| 1Y | +36.8% | -20.9% | +57.7% | +33.2% |
| 3Y | +73.2% | +111.1% | -37.9% | +35.8% |
| 5Y | +62.8% | +191.8% | -129.0% | +15.9% |
| All | +257.7% | +763.2% | -505.5% | +105.6% |
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