+551.1%
SCHD vs VALE
+75.7%
+475.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -0.8% | +9.7% | -10.6% | -2.3% |
| 3M | +6.2% | +5.3% | +0.9% | +5.1% |
| 6M | +11.8% | +0.5% | +11.3% | +11.2% |
| YTD | +26.0% | +20.6% | +5.3% | +21.3% |
| 1Y | +28.1% | +57.6% | -29.5% | +17.9% |
| 3Y | +54.6% | +50.6% | +4.0% | +41.8% |
| 5Y | +60.3% | +41.8% | +18.5% | +44.9% |
| 10Y | +242.1% | +515.1% | -273.0% | +141.6% |
| All | +551.1% | +75.7% | +475.4% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling