+566.6%
SCHD vs VT
+420.6%
+146.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | +3.4% | +1.0% | +2.5% | +2.6% |
| 3M | +7.6% | +2.4% | +5.3% | +5.2% |
| 6M | +12.2% | +12.0% | +0.2% | +1.6% |
| YTD | +29.0% | +15.3% | +13.6% | +13.9% |
| 1Y | +30.3% | +22.6% | +7.7% | +9.2% |
| 3Y | +56.1% | +74.7% | -18.5% | -3.3% |
| 5Y | +60.4% | +66.1% | -5.7% | +2.8% |
| 10Y | +241.3% | +225.0% | +16.3% | +26.2% |
| All | +566.6% | +420.6% | +146.1% | +77.5% |
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