+251.6%
SCHD vs VST
+968.1%
-716.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.3% | -2.0% |
| 7D | -1.7% | -9.8% | +8.1% | -0.7% |
| 30D | +7.7% | -25.1% | +32.9% | +11.2% |
| 3M | +5.2% | -11.6% | +16.8% | +6.0% |
| 6M | +12.9% | -20.9% | +33.8% | +14.9% |
| YTD | +31.4% | -22.3% | +53.7% | +32.9% |
| 1Y | +37.3% | -32.0% | +69.3% | +41.3% |
| 3Y | +68.3% | +262.4% | -194.1% | +10.9% |
| 5Y | +59.9% | +563.4% | -503.5% | -11.2% |
| 10Y | +260.8% | +1,120.7% | -859.9% | +82.1% |
| All | +251.6% | +968.1% | -716.5% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling