+551.1%
SCHD vs VEA
+257.6%
+293.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | -3.1% | -2.1% | -1.0% | -1.7% |
| 30D | -0.8% | -1.1% | +0.2% | -0.1% |
| 3M | +6.2% | +5.1% | +1.1% | +2.1% |
| 6M | +11.8% | +9.8% | +2.0% | +3.4% |
| YTD | +26.0% | +15.9% | +10.0% | +11.7% |
| 1Y | +28.1% | +24.6% | +3.6% | +7.7% |
| 3Y | +54.6% | +75.5% | -21.0% | 0.0% |
| 5Y | +60.3% | +59.4% | +0.9% | +10.6% |
| 10Y | +242.1% | +160.3% | +81.8% | +66.4% |
| All | +551.1% | +257.6% | +293.5% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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