+19.3%
VCIT vs SCHG
+80.6%
-61.4%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +1.1% | -7.9% | +9.0% | +1.6% |
| 3M | -1.4% | -5.4% | +4.1% | -1.0% |
| 6M | -2.3% | -0.6% | -1.7% | -2.3% |
| YTD | -1.8% | +4.1% | -5.9% | -2.2% |
| 1Y | -1.0% | +2.8% | -3.8% | -1.3% |
| 3Y | +19.3% | +77.7% | -58.4% | +10.6% |
| All | +19.3% | +80.6% | -61.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling