+19.5%
SCHO vs VT
+221.8%
-202.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +0.3% | -1.5% | +1.8% | +0.3% |
| 3M | -0.1% | -4.1% | +4.0% | -0.1% |
| 6M | +0.7% | +0.6% | +0.1% | +0.7% |
| YTD | +1.0% | +11.0% | -10.0% | +1.1% |
| 1Y | +1.7% | +13.3% | -11.6% | +1.8% |
| 3Y | +12.6% | +73.4% | -60.8% | +13.1% |
| 5Y | +10.6% | +57.4% | -46.9% | +10.9% |
| All | +19.5% | +221.8% | -202.2% | +20.9% |
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