+551.1%
SCHD vs VTR
+189.6%
+361.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.7% |
| 30D | -0.8% | +4.0% | -4.8% | -1.8% |
| 3M | +6.2% | +7.8% | -1.6% | +4.1% |
| 6M | +11.8% | +6.4% | +5.5% | +9.8% |
| YTD | +26.0% | +18.3% | +7.6% | +20.4% |
| 1Y | +28.1% | +33.9% | -5.8% | +18.7% |
| 3Y | +54.6% | +134.3% | -79.7% | +24.1% |
| 5Y | +60.3% | +90.3% | -29.9% | +33.5% |
| 10Y | +242.1% | +100.1% | +142.0% | +161.9% |
| All | +551.1% | +189.6% | +361.5% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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