+245.2%
SCHD vs VST
+1,175.7%
-930.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.3% |
| 7D | -0.3% | +8.9% | -9.2% | -1.4% |
| 30D | +3.4% | +6.2% | -2.8% | +2.6% |
| 3M | +7.6% | -2.7% | +10.4% | +7.6% |
| 6M | +12.2% | -8.4% | +20.5% | +12.5% |
| YTD | +29.0% | -7.2% | +36.2% | +28.5% |
| 1Y | +30.3% | -20.9% | +51.2% | +32.0% |
| 3Y | +56.1% | +384.0% | -327.8% | -1.6% |
| 5Y | +60.4% | +757.1% | -696.6% | -14.3% |
| All | +245.2% | +1,175.7% | -930.5% | +71.8% |
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