+551.1%
SCHD vs VICR
+1,709.5%
-1,158.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -0.8% | -15.6% | +14.8% | +0.5% |
| 3M | +6.2% | -35.4% | +41.6% | +9.1% |
| 6M | +11.8% | +1.3% | +10.5% | +7.8% |
| YTD | +26.0% | +62.5% | -36.5% | +14.5% |
| 1Y | +28.1% | +255.5% | -227.3% | +5.7% |
| 3Y | +54.6% | +182.0% | -127.4% | +25.0% |
| 5Y | +60.3% | +42.9% | +17.4% | +32.8% |
| 10Y | +242.1% | +1,494.0% | -1,251.9% | +97.2% |
| All | +551.1% | +1,709.5% | -1,158.4% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling