+118.8%
SCHD vs RVMD
+622.3%
-503.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -1.7% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +5.7% | +36.5% | -30.8% | +2.9% |
| 6M | +11.9% | +104.6% | -92.7% | +4.3% |
| YTD | +26.4% | +155.8% | -129.4% | +14.8% |
| 1Y | +27.6% | +340.7% | -313.1% | +9.8% |
| 3Y | +54.9% | +519.9% | -465.0% | +25.7% |
| 5Y | +60.9% | +584.9% | -524.0% | +24.2% |
| All | +118.8% | +622.3% | -503.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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