+559.1%
SCHD vs VSH
+316.4%
+242.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.1% | +6.2% | -7.4% | -2.5% |
| 30D | +1.5% | -11.1% | +12.6% | +3.8% |
| 3M | +7.4% | -44.9% | +52.3% | +19.8% |
| 6M | +12.4% | +90.0% | -77.6% | -10.3% |
| YTD | +27.5% | +118.8% | -91.3% | -2.6% |
| 1Y | +30.0% | +109.0% | -79.0% | -0.4% |
| 3Y | +56.5% | +35.6% | +20.9% | +29.0% |
| 5Y | +60.7% | +66.7% | -6.0% | +21.9% |
| 10Y | +237.8% | +167.9% | +69.8% | +114.8% |
| All | +559.1% | +316.4% | +242.8% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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