+84.0%
SCHG vs VO
+54.6%
+29.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.5% |
| 7D | -2.7% | -2.5% | -0.2% | -0.2% |
| 30D | -2.2% | -3.2% | +1.0% | +1.1% |
| 3M | +6.2% | +3.9% | +2.2% | +2.1% |
| 6M | +13.4% | +9.6% | +3.7% | +3.2% |
| YTD | +7.1% | +11.6% | -4.5% | -4.3% |
| 1Y | +12.5% | +12.6% | -0.1% | -0.5% |
| All | +84.0% | +54.6% | +29.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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