+60.2%
SCHD vs VALE
+40.3%
+19.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -0.4% | +8.6% | -9.0% | -1.6% |
| 3M | +5.7% | +2.0% | +3.7% | +5.3% |
| 6M | +11.9% | +2.1% | +9.8% | +11.1% |
| YTD | +26.4% | +20.2% | +6.2% | +22.0% |
| 1Y | +27.6% | +55.2% | -27.6% | +18.2% |
| 3Y | +54.9% | +45.9% | +9.1% | +42.9% |
| All | +60.2% | +40.3% | +19.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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