+238.6%
SCHD vs VICR
+1,679.8%
-1,441.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.6% |
| 7D | -2.0% | +5.0% | -6.9% | -2.4% |
| 30D | -0.4% | -12.5% | +12.1% | +0.5% |
| 3M | +5.7% | -33.6% | +39.3% | +8.3% |
| 6M | +11.9% | +10.7% | +1.2% | +7.0% |
| YTD | +26.4% | +80.6% | -54.1% | +13.9% |
| 1Y | +27.6% | +288.4% | -260.8% | +4.6% |
| 3Y | +54.9% | +213.8% | -158.8% | +24.2% |
| 5Y | +60.9% | +58.8% | +2.1% | +32.8% |
| All | +238.6% | +1,679.8% | -1,441.1% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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