+1,135.8%
SCHG vs VT
+429.7%
+706.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -1.2% |
| 30D | +0.2% | +1.0% | -0.7% | -0.8% |
| 3M | +2.2% | +2.4% | -0.1% | -0.3% |
| 6M | +15.0% | +12.0% | +3.0% | +2.1% |
| YTD | +9.2% | +15.3% | -6.2% | -6.1% |
| 1Y | +15.7% | +22.6% | -6.9% | -6.5% |
| 3Y | +87.3% | +74.7% | +12.6% | +6.1% |
| 5Y | +84.5% | +66.1% | +18.3% | +11.7% |
| 10Y | +448.7% | +225.0% | +223.7% | +79.3% |
| All | +1,135.8% | +429.7% | +706.1% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling