+60.3%
SCHD vs VFC
-79.4%
+139.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -0.8% | -14.0% | +13.2% | +1.1% |
| 3M | +6.2% | -22.6% | +28.8% | +9.3% |
| 6M | +11.8% | -24.7% | +36.5% | +15.1% |
| YTD | +26.0% | -29.0% | +54.9% | +30.4% |
| 1Y | +28.1% | -13.8% | +41.9% | +28.4% |
| 3Y | +54.6% | -28.2% | +82.8% | +49.3% |
| 5Y | +60.3% | -79.0% | +139.3% | +106.3% |
| All | +60.3% | -79.4% | +139.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling