+181.4%
SCHM vs VT
+221.4%
-40.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.5% | +1.0% | +0.5% | +0.4% |
| 30D | -1.0% | -0.2% | -0.8% | -0.8% |
| 3M | +2.6% | +4.5% | -1.9% | -2.3% |
| 6M | +14.4% | +14.1% | +0.4% | -1.2% |
| YTD | +19.4% | +14.8% | +4.7% | +2.4% |
| 1Y | +21.1% | +21.2% | -0.1% | -2.3% |
| 3Y | +59.1% | +76.6% | -17.4% | -15.3% |
| 5Y | +45.1% | +66.6% | -21.4% | -17.2% |
| 10Y | +181.4% | +222.3% | -40.9% | -20.5% |
| All | +181.4% | +221.4% | -40.0% | -20.5% |
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