+54.4%
SCHD vs VUG
+84.5%
-30.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -0.8% | -1.6% | +0.7% | -0.4% |
| 3M | +6.2% | +4.4% | +1.8% | +4.7% |
| 6M | +11.8% | +13.2% | -1.4% | +7.2% |
| YTD | +26.0% | +7.5% | +18.5% | +22.8% |
| 1Y | +28.1% | +12.5% | +15.7% | +22.6% |
| All | +54.4% | +84.5% | -30.2% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling