+85.6%
SCHG vs VEU
+73.8%
+11.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | +0.2% |
| 30D | -1.3% | -0.4% | -0.8% | -0.9% |
| 3M | +5.4% | +2.5% | +2.9% | +3.0% |
| 6M | +14.4% | +11.1% | +3.3% | +3.4% |
| YTD | +8.0% | +16.5% | -8.5% | -7.2% |
| 1Y | +12.7% | +22.9% | -10.2% | -8.2% |
| 3Y | +85.6% | +73.4% | +12.2% | +7.4% |
| All | +85.6% | +73.8% | +11.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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