+559.1%
SCHD vs VRTX
+1,213.4%
-654.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | +1.5% | +6.6% | -5.1% | +0.7% |
| 3M | +7.4% | +19.4% | -12.0% | +5.2% |
| 6M | +12.4% | +15.8% | -3.5% | +10.2% |
| YTD | +27.5% | +16.7% | +10.9% | +24.9% |
| 1Y | +30.0% | +33.8% | -3.8% | +25.2% |
| 3Y | +56.5% | +54.2% | +2.3% | +47.1% |
| 5Y | +60.7% | +176.4% | -115.7% | +41.1% |
| 10Y | +237.8% | +443.5% | -205.8% | +181.0% |
| All | +559.1% | +1,213.4% | -654.3% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling