+553.6%
SCHD vs VNQ
+217.6%
+336.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.2% |
| 30D | -0.4% | -2.6% | +2.2% | +1.1% |
| 3M | +5.7% | -2.0% | +7.7% | +6.9% |
| 6M | +11.9% | +4.3% | +7.6% | +8.9% |
| YTD | +26.4% | +9.2% | +17.2% | +19.6% |
| 1Y | +27.6% | +5.6% | +22.0% | +23.1% |
| 3Y | +54.9% | +30.8% | +24.1% | +30.5% |
| 5Y | +60.9% | +8.0% | +53.0% | +50.3% |
| 10Y | +243.4% | +63.7% | +179.7% | +145.0% |
| All | +553.6% | +217.6% | +336.0% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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