+85.6%
SCHG vs FTV
-5.2%
+90.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | -4.0% | +2.9% | +0.4% |
| 30D | -1.3% | -11.0% | +9.8% | +3.0% |
| 3M | +5.4% | -8.4% | +13.8% | +8.5% |
| 6M | +14.4% | -2.6% | +17.0% | +14.4% |
| YTD | +8.0% | -0.6% | +8.6% | +6.4% |
| 1Y | +12.7% | +11.0% | +1.8% | +4.9% |
| 3Y | +85.6% | -6.3% | +92.0% | +88.8% |
| All | +85.6% | -5.2% | +90.8% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling