+553.0%
SCHD vs VUG
+908.8%
-355.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -0.3% | -1.7% | +1.4% | +0.7% |
| 3M | +6.1% | +2.8% | +3.3% | +3.9% |
| 6M | +11.7% | +13.6% | -1.9% | +2.7% |
| YTD | +26.3% | +8.1% | +18.3% | +19.4% |
| 1Y | +28.8% | +13.1% | +15.7% | +18.0% |
| 3Y | +55.0% | +87.0% | -31.9% | +0.4% |
| 5Y | +60.0% | +76.0% | -15.9% | +5.4% |
| 10Y | +243.1% | +420.5% | -177.3% | -4.7% |
| All | +553.0% | +908.8% | -355.8% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling