+237.8%
SCHD vs VT
+221.4%
+16.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -1.1% | +1.0% | -2.2% | -2.0% |
| 30D | +1.5% | -0.2% | +1.7% | +1.7% |
| 3M | +7.4% | +4.5% | +2.9% | +3.2% |
| 6M | +12.4% | +14.1% | -1.7% | -0.2% |
| YTD | +27.5% | +14.8% | +12.8% | +12.5% |
| 1Y | +30.0% | +21.2% | +8.8% | +9.3% |
| 3Y | +56.5% | +76.6% | -20.1% | -6.3% |
| 5Y | +60.7% | +66.6% | -5.9% | +0.6% |
| 10Y | +237.8% | +222.3% | +15.5% | +17.7% |
| All | +237.8% | +221.4% | +16.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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