+54.9%
SCHD vs VCLT
+11.4%
+43.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.4% |
| 30D | -0.4% | -1.2% | +0.8% | +0.1% |
| 3M | +5.7% | -4.8% | +10.5% | +8.0% |
| 6M | +11.9% | -2.6% | +14.5% | +13.1% |
| YTD | +26.4% | -3.3% | +29.8% | +28.2% |
| 1Y | +27.6% | -4.8% | +32.4% | +30.3% |
| 3Y | +54.9% | +11.5% | +43.4% | +47.4% |
| All | +54.9% | +11.4% | +43.6% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling