+551.1%
SCHD vs VIVK
-100.0%
+651.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -3.1% | -9.5% | +6.4% | -3.1% |
| 30D | -0.8% | -35.1% | +34.3% | -0.8% |
| 3M | +6.2% | -93.4% | +99.6% | +6.3% |
| 6M | +11.8% | -98.0% | +109.8% | +11.9% |
| YTD | +26.0% | -97.9% | +123.8% | +26.0% |
| 1Y | +28.1% | -100.0% | +128.1% | +28.4% |
| 3Y | +54.6% | -100.0% | +154.6% | +54.8% |
| 5Y | +60.3% | -100.0% | +160.3% | +60.6% |
| 10Y | +242.1% | -100.0% | +342.1% | +243.0% |
| All | +551.1% | -100.0% | +651.1% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling