+107.7%
SCHE vs VT
+402.0%
-294.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +3.8% | +2.9% | +0.9% | +0.8% |
| 30D | -5.4% | -2.5% | -2.9% | -3.0% |
| 3M | -6.0% | -3.3% | -2.7% | -2.8% |
| 6M | -3.6% | +1.5% | -5.2% | -5.0% |
| YTD | +6.1% | +11.4% | -5.3% | -4.5% |
| 1Y | +4.6% | +11.9% | -7.3% | -6.3% |
| 3Y | +58.4% | +73.9% | -15.4% | -9.8% |
| 5Y | +26.7% | +57.9% | -31.2% | -21.0% |
| 10Y | +113.0% | +222.6% | -109.7% | -38.8% |
| All | +107.7% | +402.0% | -294.3% | -61.9% |
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