+60.2%
SCHD vs FND
-63.3%
+123.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.0% | -5.8% | +3.8% | -1.0% |
| 30D | -0.4% | -20.2% | +19.8% | +3.3% |
| 3M | +5.7% | -12.0% | +17.7% | +7.4% |
| 6M | +11.9% | -18.5% | +30.4% | +14.5% |
| YTD | +26.4% | -22.3% | +48.7% | +29.9% |
| 1Y | +27.6% | -47.6% | +75.3% | +40.6% |
| 3Y | +54.9% | -49.8% | +104.7% | +66.6% |
| All | +60.2% | -63.3% | +123.5% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling