+12.3%
SCHL vs VT
+222.7%
-210.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.5% |
| 7D | -7.3% | -0.1% | -7.2% | -7.2% |
| 30D | -16.3% | -0.7% | -15.6% | -15.9% |
| 3M | -16.1% | +4.0% | -20.1% | -18.9% |
| 6M | +3.0% | +12.3% | -9.3% | -6.6% |
| YTD | +22.1% | +14.0% | +8.1% | +9.4% |
| 1Y | +39.5% | +20.3% | +19.2% | +19.6% |
| 3Y | -4.9% | +75.4% | -80.3% | -39.8% |
| 5Y | +20.7% | +66.0% | -45.3% | -20.7% |
| 10Y | +12.3% | +228.2% | -215.9% | -58.9% |
| All | +12.3% | +222.7% | -210.4% | -58.9% |
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