+437.1%
SCHM vs VT
+366.3%
+70.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.2% |
| 30D | -0.2% | +1.0% | -1.2% | -1.2% |
| 3M | +0.5% | +2.4% | -1.9% | -2.0% |
| 6M | +10.4% | +12.0% | -1.6% | -2.1% |
| YTD | +19.8% | +15.3% | +4.5% | +2.9% |
| 1Y | +22.5% | +22.6% | -0.1% | -1.3% |
| 3Y | +55.2% | +74.7% | -19.5% | -13.6% |
| 5Y | +43.6% | +66.1% | -22.5% | -15.3% |
| 10Y | +183.2% | +225.0% | -41.8% | -14.1% |
| All | +437.1% | +366.3% | +70.8% | +13.2% |
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