+447.8%
SCHG vs FTV
+80.7%
+367.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | -4.0% | +2.9% | +0.9% |
| 30D | -1.3% | -11.0% | +9.8% | +4.5% |
| 3M | +5.4% | -8.4% | +13.8% | +9.5% |
| 6M | +14.4% | -2.6% | +17.0% | +14.7% |
| YTD | +8.0% | -0.6% | +8.6% | +6.2% |
| 1Y | +12.7% | +11.0% | +1.8% | +4.2% |
| 3Y | +85.6% | -6.3% | +92.0% | +84.4% |
| 5Y | +85.5% | -1.5% | +87.1% | +76.6% |
| All | +447.8% | +80.7% | +367.1% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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