+245.6%
SCHD vs FTV
+87.0%
+158.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.6% | -1.3% | -1.4% | -2.1% |
| 30D | -0.3% | -9.5% | +9.2% | +3.9% |
| 3M | +6.1% | -10.9% | +17.0% | +11.0% |
| 6M | +11.7% | -0.6% | +12.3% | +11.0% |
| YTD | +26.3% | +1.4% | +24.9% | +23.5% |
| 1Y | +28.8% | +17.6% | +11.1% | +17.4% |
| 3Y | +55.0% | -3.3% | +58.3% | +51.4% |
| 5Y | +60.0% | -0.1% | +60.2% | +51.2% |
| 10Y | +243.1% | +82.5% | +160.6% | +157.0% |
| All | +245.6% | +87.0% | +158.6% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling