+453.6%
SCHG vs VT
+222.7%
+231.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.1% |
| 7D | -0.9% | -0.1% | -0.7% | -0.7% |
| 30D | -2.3% | -0.7% | -1.6% | -1.5% |
| 3M | +4.5% | +4.0% | +0.5% | -0.2% |
| 6M | +13.6% | +12.3% | +1.3% | -0.9% |
| YTD | +7.6% | +14.0% | -6.5% | -7.8% |
| 1Y | +13.0% | +20.3% | -7.3% | -8.9% |
| 3Y | +87.0% | +75.4% | +11.5% | -1.6% |
| 5Y | +82.9% | +66.0% | +16.9% | +3.9% |
| 10Y | +453.6% | +228.2% | +225.4% | +59.1% |
| All | +453.6% | +222.7% | +231.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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