+588.3%
SCHD vs VT
+402.4%
+186.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +7.9% | -2.6% | +10.5% | +10.0% |
| 3M | +6.0% | -3.2% | +9.2% | +8.5% |
| 6M | +14.5% | +0.9% | +13.6% | +12.9% |
| YTD | +33.2% | +11.3% | +21.9% | +20.7% |
| 1Y | +38.1% | +14.0% | +24.1% | +22.6% |
| 3Y | +73.5% | +75.8% | -2.3% | +6.4% |
| 5Y | +62.5% | +57.8% | +4.7% | +8.4% |
| 10Y | +253.7% | +219.8% | +33.9% | +32.4% |
| All | +588.3% | +402.4% | +186.0% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling