+474.5%
SCHG vs FTV
+87.0%
+387.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.3% |
| 30D | -2.3% | -9.5% | +7.2% | +2.5% |
| 3M | +4.5% | -10.9% | +15.4% | +10.0% |
| 6M | +13.6% | -0.6% | +14.2% | +12.8% |
| YTD | +7.6% | +1.4% | +6.1% | +4.7% |
| 1Y | +13.0% | +17.6% | -4.6% | +1.5% |
| 3Y | +87.0% | -3.3% | +90.2% | +82.9% |
| 5Y | +82.9% | -0.1% | +83.0% | +73.0% |
| 10Y | +453.6% | +82.5% | +371.2% | +308.9% |
| All | +474.5% | +87.0% | +387.5% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling