+89.1%
SCHG vs VLTO
+56.4%
+32.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +2.7% | +1.0% | +1.8% | +2.5% |
| 30D | -5.2% | +17.5% | -22.7% | -9.4% |
| 3M | -5.2% | +21.4% | -26.6% | -10.3% |
| 6M | -0.6% | +38.1% | -38.7% | -10.1% |
| YTD | +4.7% | +19.0% | -14.3% | -0.5% |
| 1Y | +6.0% | +20.7% | -14.6% | +0.1% |
| 3Y | +78.9% | +64.3% | +14.6% | +57.4% |
| All | +89.1% | +56.4% | +32.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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