+553.0%
SCHD vs VCLT
+63.6%
+489.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +6.1% | -2.9% | +9.0% | +6.7% |
| 6M | +11.7% | -4.0% | +15.7% | +12.6% |
| YTD | +26.3% | -2.2% | +28.6% | +26.9% |
| 1Y | +28.8% | -2.6% | +31.3% | +29.4% |
| 3Y | +55.0% | +12.3% | +42.8% | +51.7% |
| 5Y | +60.0% | -16.4% | +76.4% | +60.3% |
| 10Y | +243.1% | +18.1% | +225.1% | +247.9% |
| All | +553.0% | +63.6% | +489.4% | +667.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling