+13.5%
SCHL vs VT
+223.7%
-210.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -2.0% |
| 7D | -3.6% | +0.4% | -3.9% | -3.9% |
| 30D | -3.1% | -2.6% | -0.5% | -1.2% |
| 3M | -10.3% | -3.2% | -7.1% | -8.2% |
| 6M | -6.1% | +0.9% | -7.0% | -7.3% |
| YTD | +28.5% | +11.3% | +17.2% | +16.9% |
| 1Y | +37.4% | +14.0% | +23.4% | +22.6% |
| 3Y | +4.7% | +75.8% | -71.2% | -34.0% |
| 5Y | +8.0% | +57.8% | -49.8% | -26.2% |
| 10Y | +13.5% | +219.8% | -206.3% | -55.4% |
| All | +13.5% | +223.7% | -210.2% | -55.4% |
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 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