+33.3%
SCHR vs VT
+424.0%
-390.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +1.9% | -1.4% | +3.3% | +1.8% |
| 3M | -1.1% | -1.4% | +0.3% | -1.1% |
| 6M | -1.1% | +5.5% | -6.6% | -0.8% |
| YTD | -1.4% | +12.8% | -14.2% | -0.7% |
| 1Y | -0.9% | +15.4% | -16.4% | -0.1% |
| 3Y | +11.7% | +76.9% | -65.2% | +15.5% |
| 5Y | -0.3% | +60.4% | -60.7% | +2.4% |
| 10Y | +11.3% | +232.8% | -221.5% | +23.0% |
| All | +33.3% | +424.0% | -390.8% | +56.4% |
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