-23.6%
SCHQ vs VT
+138.5%
-162.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +4.7% | -2.6% | +7.3% | +4.5% |
| 3M | -0.2% | -3.2% | +3.1% | -0.4% |
| 6M | -2.6% | +0.9% | -3.5% | -2.5% |
| YTD | -2.5% | +11.3% | -13.8% | -1.5% |
| 1Y | -3.8% | +14.0% | -17.8% | -2.5% |
| 3Y | +8.7% | +75.8% | -67.1% | +16.1% |
| 5Y | -30.7% | +57.8% | -88.5% | -28.3% |
| All | -23.6% | +138.5% | -162.1% | -6.5% |
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