+60.3%
SCHD vs VRTX
+173.5%
-113.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -3.1% | -7.8% | +4.7% | -1.8% |
| 30D | -0.8% | -2.8% | +2.0% | -0.4% |
| 3M | +6.2% | +18.1% | -11.9% | +3.1% |
| 6M | +11.8% | +3.1% | +8.7% | +11.0% |
| YTD | +26.0% | +13.5% | +12.5% | +22.6% |
| 1Y | +28.1% | +32.4% | -4.3% | +21.1% |
| 3Y | +54.6% | +50.0% | +4.6% | +38.8% |
| 5Y | +60.3% | +172.9% | -112.6% | +29.7% |
| All | +60.3% | +173.5% | -113.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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