+1,117.7%
SCHG vs VO
+579.4%
+538.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.3% |
| 30D | -2.3% | -1.9% | -0.4% | -0.5% |
| 3M | +4.5% | +3.3% | +1.3% | +1.4% |
| 6M | +13.6% | +9.7% | +3.9% | +3.9% |
| YTD | +7.6% | +12.6% | -5.0% | -4.1% |
| 1Y | +13.0% | +13.6% | -0.6% | -0.1% |
| 3Y | +87.0% | +56.8% | +30.2% | +21.7% |
| 5Y | +82.9% | +42.3% | +40.6% | +31.8% |
| 10Y | +453.6% | +199.2% | +254.5% | +102.6% |
| All | +1,117.7% | +579.4% | +538.3% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling