+258.2%
SCHD vs VST
+1,022.7%
-764.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.8% |
| 7D | +0.8% | -6.0% | +6.8% | +1.3% |
| 30D | +8.4% | -18.8% | +27.2% | +10.8% |
| 3M | +5.6% | -8.0% | +13.7% | +5.9% |
| 6M | +15.1% | -10.9% | +26.1% | +15.3% |
| YTD | +33.8% | -18.3% | +52.2% | +34.6% |
| 1Y | +38.5% | -29.9% | +68.5% | +42.2% |
| 3Y | +72.7% | +290.3% | -217.6% | +12.4% |
| 5Y | +63.1% | +635.3% | -572.2% | -11.2% |
| 10Y | +255.9% | +1,162.4% | -906.4% | +78.5% |
| All | +258.2% | +1,022.7% | -764.5% | +79.9% |
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