+3.6%
VCIT vs SCHG
+82.9%
-79.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -0.8% | -1.5% | +0.7% | -0.6% |
| 3M | -0.5% | +4.4% | -4.9% | -1.0% |
| 6M | -1.4% | +15.7% | -17.1% | -2.8% |
| YTD | -0.8% | +8.3% | -9.1% | -1.6% |
| 1Y | +0.3% | +14.2% | -13.9% | -1.1% |
| 3Y | +19.2% | +88.3% | -69.0% | +10.6% |
| 5Y | +3.6% | +83.5% | -79.9% | -5.9% |
| All | +3.6% | +82.9% | -79.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling