+71.4%
SCHL vs VT
+374.2%
-302.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -7.9% | +0.4% | -8.3% | -8.2% |
| 30D | -15.5% | +1.0% | -16.5% | -16.2% |
| 3M | -17.5% | +2.4% | -19.9% | -19.4% |
| 6M | +3.7% | +12.0% | -8.3% | -6.8% |
| YTD | +22.4% | +15.3% | +7.1% | +7.3% |
| 1Y | +47.4% | +22.6% | +24.8% | +22.5% |
| 3Y | -9.7% | +74.7% | -84.4% | -45.2% |
| 5Y | +20.1% | +66.1% | -46.0% | -25.0% |
| 10Y | +7.2% | +225.0% | -217.8% | -63.8% |
| All | +71.4% | +374.2% | -302.8% | -61.7% |
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