+1,086.6%
SCHG vs VT
+411.2%
+675.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.1% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | -7.2% | -2.6% | -4.6% | -4.5% |
| 3M | -4.7% | -3.2% | -1.4% | -1.2% |
| 6M | +0.1% | +0.9% | -0.9% | -0.8% |
| YTD | +4.8% | +11.3% | -6.5% | -6.3% |
| 1Y | +5.8% | +14.0% | -8.2% | -7.7% |
| 3Y | +82.5% | +75.8% | +6.7% | +2.9% |
| 5Y | +69.8% | +57.8% | +11.9% | +8.4% |
| 10Y | +432.6% | +219.8% | +212.8% | +77.7% |
| All | +1,086.6% | +411.2% | +675.4% | +163.7% |
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