+238.1%
SCHD vs VST
+1,191.1%
-953.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.6% | +5.3% | -8.0% | -3.3% |
| 30D | -0.3% | +5.8% | -6.1% | -1.1% |
| 3M | +6.1% | +3.5% | +2.6% | +5.1% |
| 6M | +11.7% | -7.4% | +19.1% | +11.9% |
| YTD | +26.3% | -6.1% | +32.4% | +25.7% |
| 1Y | +28.8% | -21.6% | +50.4% | +30.7% |
| 3Y | +55.0% | +357.2% | -302.1% | -0.7% |
| 5Y | +60.0% | +777.0% | -717.0% | -14.9% |
| All | +238.1% | +1,191.1% | -953.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling