+1,730.5%
V vs SCHD
+566.1%
+1,164.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | +2.0% | +3.4% | -1.5% | -1.5% |
| 3M | +17.4% | +7.6% | +9.7% | +8.9% |
| 6M | +17.5% | +12.2% | +5.3% | +4.5% |
| YTD | +7.6% | +29.0% | -21.4% | -17.3% |
| 1Y | +7.7% | +30.3% | -22.6% | -18.2% |
| 3Y | +54.7% | +56.1% | -1.5% | -3.6% |
| 5Y | +73.0% | +60.4% | +12.6% | +5.2% |
| 10Y | +390.9% | +241.3% | +149.6% | +29.4% |
| All | +1,730.5% | +566.1% | +1,164.5% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling