+28.3%
SCHD vs VG
-35.7%
+64.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.1% |
| 7D | -2.6% | +3.8% | -6.4% | -2.8% |
| 30D | -0.3% | +7.2% | -7.5% | -0.6% |
| 3M | +6.1% | +22.8% | -16.7% | +5.1% |
| 6M | +11.7% | +33.2% | -21.5% | +9.6% |
| YTD | +26.3% | +124.8% | -98.5% | +20.2% |
| 1Y | +28.8% | +15.8% | +12.9% | +26.5% |
| All | +28.3% | -35.7% | +64.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling