+553.0%
SCHD vs VMC
+820.1%
-267.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.1% |
| 7D | -2.6% | -5.3% | +2.7% | -1.2% |
| 30D | -0.3% | -12.3% | +12.0% | +3.2% |
| 3M | +6.1% | -10.3% | +16.4% | +8.8% |
| 6M | +11.7% | -8.6% | +20.3% | +13.7% |
| YTD | +26.3% | -11.9% | +38.2% | +29.4% |
| 1Y | +28.8% | -13.9% | +42.7% | +32.6% |
| 3Y | +55.0% | +18.2% | +36.9% | +44.7% |
| 5Y | +60.0% | +47.7% | +12.3% | +38.9% |
| 10Y | +243.1% | +152.5% | +90.6% | +151.6% |
| All | +553.0% | +820.1% | -267.1% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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