+60.2%
SCHD vs VIVK
-100.0%
+160.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -2.0% | -4.4% | +2.4% | -1.9% |
| 30D | -0.4% | -40.8% | +40.4% | -0.1% |
| 3M | +5.7% | -94.1% | +99.9% | +7.1% |
| 6M | +11.9% | -98.2% | +110.1% | +13.7% |
| YTD | +26.4% | -98.0% | +124.5% | +27.8% |
| 1Y | +27.6% | -100.0% | +127.6% | +32.1% |
| 3Y | +54.9% | -100.0% | +154.9% | +59.1% |
| All | +60.2% | -100.0% | +160.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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