+238.6%
SCHD vs FTV
+80.7%
+157.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -2.0% | -4.0% | +2.0% | -0.3% |
| 30D | -0.4% | -11.0% | +10.6% | +4.6% |
| 3M | +5.7% | -8.4% | +14.1% | +9.3% |
| 6M | +11.9% | -2.6% | +14.4% | +12.1% |
| YTD | +26.4% | -0.6% | +27.1% | +24.6% |
| 1Y | +27.6% | +11.0% | +16.7% | +19.4% |
| 3Y | +54.9% | -6.3% | +61.3% | +53.5% |
| 5Y | +60.9% | -1.5% | +62.5% | +52.7% |
| All | +238.6% | +80.7% | +157.9% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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