+19.4%
SCHJ vs VT
+144.3%
-124.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | +0.3% | +4.0% | -3.7% | 0.0% |
| 6M | +0.2% | +12.3% | -12.1% | -0.7% |
| YTD | +0.8% | +14.0% | -13.2% | -0.2% |
| 1Y | +2.2% | +20.3% | -18.1% | +0.8% |
| 3Y | +17.3% | +75.4% | -58.1% | +12.2% |
| 5Y | +12.2% | +66.0% | -53.7% | +7.4% |
| All | +19.4% | +144.3% | -124.9% | +10.2% |
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