+238.6%
SCHD vs VUG
+424.7%
-186.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -1.7% |
| 30D | -0.4% | -1.0% | +0.5% | +0.1% |
| 3M | +5.7% | +3.5% | +2.2% | +3.3% |
| 6M | +11.9% | +14.2% | -2.3% | +3.1% |
| YTD | +26.4% | +8.5% | +17.9% | +19.7% |
| 1Y | +27.6% | +12.9% | +14.7% | +17.7% |
| 3Y | +54.9% | +85.6% | -30.7% | +3.3% |
| 5Y | +60.9% | +78.1% | -17.2% | +7.9% |
| All | +238.6% | +424.7% | -186.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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