+30.0%
SCHD vs FN
+11.2%
+18.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.1% |
| 7D | -1.1% | +3.5% | -4.7% | -1.1% |
| 30D | +1.5% | -26.0% | +27.5% | +1.4% |
| 3M | +7.4% | -33.3% | +40.7% | +7.6% |
| 6M | +12.4% | -14.9% | +27.3% | +12.1% |
| YTD | +27.5% | -8.6% | +36.1% | +27.0% |
| 1Y | +30.0% | +12.3% | +17.7% | +29.4% |
| All | +30.0% | +11.2% | +18.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling