+34.1%
SCHR vs VT
+435.7%
-401.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.1% |
| 30D | -0.5% | +1.0% | -1.5% | -0.5% |
| 3M | -0.4% | +2.4% | -2.8% | -0.3% |
| 6M | -1.7% | +12.0% | -13.7% | -1.1% |
| YTD | -0.8% | +15.3% | -16.1% | 0.0% |
| 1Y | +0.3% | +22.6% | -22.3% | +1.4% |
| 3Y | +11.8% | +74.7% | -62.9% | +15.5% |
| 5Y | -0.9% | +66.1% | -67.1% | +1.9% |
| 10Y | +11.9% | +225.0% | -213.1% | +23.3% |
| All | +34.1% | +435.7% | -401.6% | +57.5% |
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 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