+512.9%
SCHG vs VTEB
+25.5%
+487.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -1.3% | -2.5% | +1.2% | +0.7% |
| 3M | +5.4% | -3.0% | +8.4% | +7.9% |
| 6M | +14.4% | -2.1% | +16.5% | +16.4% |
| YTD | +8.0% | -1.5% | +9.5% | +9.4% |
| 1Y | +12.7% | +0.2% | +12.6% | +12.8% |
| 3Y | +85.6% | +8.6% | +77.1% | +74.3% |
| 5Y | +85.5% | +1.2% | +84.3% | +82.0% |
| 10Y | +456.0% | +18.1% | +437.9% | +490.8% |
| All | +512.9% | +25.5% | +487.4% | +661.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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