+379.1%
V vs SCHD
+244.5%
+134.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | -1.2% | -2.0% | +0.7% | +0.7% |
| 30D | +3.1% | -0.4% | +3.5% | +3.5% |
| 3M | +16.3% | +5.7% | +10.6% | +10.1% |
| 6M | +20.4% | +11.9% | +8.5% | +7.7% |
| YTD | +6.3% | +26.4% | -20.2% | -16.1% |
| 1Y | +8.7% | +27.6% | -18.9% | -15.0% |
| 3Y | +53.3% | +54.9% | -1.6% | -2.4% |
| 5Y | +71.1% | +60.9% | +10.1% | +5.1% |
| All | +379.1% | +244.5% | +134.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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