+187.8%
SCHH vs VT
+348.9%
-161.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | +2.4% | -1.5% | -1.1% |
| 30D | +6.8% | -1.5% | +8.3% | +8.0% |
| 3M | -0.8% | -4.1% | +3.3% | +2.5% |
| 6M | +2.6% | +0.6% | +2.1% | +1.4% |
| YTD | +15.7% | +11.0% | +4.7% | +4.7% |
| 1Y | +15.5% | +13.3% | +2.2% | +2.6% |
| 3Y | +47.5% | +73.4% | -25.9% | -10.3% |
| 5Y | +10.8% | +57.4% | -46.7% | -27.0% |
| 10Y | +62.2% | +221.7% | -159.5% | -41.9% |
| All | +187.8% | +348.9% | -161.1% | -25.4% |
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