+559.1%
SCHD vs VLO
+2,951.0%
-2,391.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.8% |
| 7D | -1.1% | +5.8% | -6.9% | -2.4% |
| 30D | +1.5% | +28.3% | -26.8% | -4.0% |
| 3M | +7.4% | +48.7% | -41.3% | -2.0% |
| 6M | +12.4% | +71.9% | -59.5% | -1.3% |
| YTD | +27.5% | +138.7% | -111.1% | +3.7% |
| 1Y | +30.0% | +148.5% | -118.4% | +4.4% |
| 3Y | +56.5% | +192.7% | -136.2% | +18.6% |
| 5Y | +60.7% | +601.6% | -540.9% | -4.2% |
| 10Y | +237.8% | +900.2% | -662.4% | +75.1% |
| All | +559.1% | +2,951.0% | -2,391.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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