+182.5%
SCHD vs NVT
+731.8%
-549.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -0.8% |
| 7D | -2.0% | +4.1% | -6.0% | -3.0% |
| 30D | -0.4% | -5.1% | +4.7% | +0.6% |
| 3M | +5.7% | -1.2% | +6.9% | +4.7% |
| 6M | +11.9% | +46.6% | -34.7% | -2.2% |
| YTD | +26.4% | +60.0% | -33.5% | +7.0% |
| 1Y | +27.6% | +70.8% | -43.2% | +5.0% |
| 3Y | +54.9% | +187.5% | -132.6% | +1.0% |
| 5Y | +60.9% | +426.1% | -365.2% | -18.6% |
| All | +182.5% | +731.8% | -549.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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