+551.1%
SCHD vs VCLT
+61.7%
+489.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -0.8% | -1.1% | +0.3% | -0.6% |
| 3M | +6.2% | -3.7% | +9.9% | +7.0% |
| 6M | +11.8% | -4.0% | +15.8% | +12.7% |
| YTD | +26.0% | -3.4% | +29.3% | +26.8% |
| 1Y | +28.1% | -4.1% | +32.3% | +29.2% |
| 3Y | +54.6% | +11.0% | +43.6% | +51.6% |
| 5Y | +60.3% | -17.0% | +77.3% | +60.9% |
| 10Y | +242.1% | +16.7% | +225.4% | +247.7% |
| All | +551.1% | +61.7% | +489.4% | +667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling