+447.8%
SCHG vs VCLT
+17.1%
+430.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -1.4% | +0.3% | -0.4% |
| 30D | -1.3% | -1.2% | -0.1% | -0.7% |
| 3M | +5.4% | -4.8% | +10.2% | +8.1% |
| 6M | +14.4% | -2.6% | +17.0% | +16.0% |
| YTD | +8.0% | -3.3% | +11.4% | +9.9% |
| 1Y | +12.7% | -4.8% | +17.6% | +15.6% |
| 3Y | +85.6% | +11.5% | +74.1% | +75.2% |
| 5Y | +85.5% | -17.0% | +102.5% | +97.4% |
| All | +447.8% | +17.1% | +430.7% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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