+257.7%
SCHD vs VST
+1,153.0%
-895.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.4% | +19.2% | -17.7% | -0.9% |
| 30D | +7.7% | -17.2% | +24.8% | +9.8% |
| 3M | +5.7% | -8.1% | +13.9% | +6.0% |
| 6M | +14.9% | -8.1% | +23.1% | +14.7% |
| YTD | +34.2% | -16.3% | +50.5% | +34.5% |
| 1Y | +36.8% | -24.1% | +60.9% | +38.8% |
| 3Y | +73.2% | +300.2% | -227.0% | +11.7% |
| 5Y | +62.8% | +645.9% | -583.1% | -12.2% |
| All | +257.7% | +1,153.0% | -895.3% | +77.4% |
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