+80.0%
SCHL vs VT
+346.0%
-266.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -5.3% | -2.3% | -3.0% | -3.4% |
| 30D | -1.4% | -5.0% | +3.6% | +2.9% |
| 3M | -5.6% | -4.9% | -0.7% | -1.7% |
| 6M | -5.6% | -1.5% | -4.0% | -4.9% |
| YTD | +28.5% | +8.5% | +20.0% | +18.5% |
| 1Y | +38.0% | +11.4% | +26.7% | +24.3% |
| 3Y | +2.7% | +70.1% | -67.3% | -36.2% |
| 5Y | +6.9% | +53.7% | -46.9% | -28.8% |
| 10Y | +20.3% | +220.0% | -199.7% | -59.0% |
| All | +80.0% | +346.0% | -266.0% | -57.7% |
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