+96.9%
VCIT vs SCHG
+1,145.2%
-1,048.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | +0.2% | -1.0% | -0.8% |
| 3M | -1.0% | +2.2% | -3.2% | -1.1% |
| 6M | -1.8% | +15.0% | -16.9% | -2.5% |
| YTD | -0.7% | +9.2% | -9.9% | -1.2% |
| 1Y | +1.0% | +15.7% | -14.7% | +0.2% |
| 3Y | +18.8% | +87.3% | -68.4% | +15.2% |
| 5Y | +3.5% | +84.5% | -81.0% | -0.4% |
| 10Y | +29.2% | +448.7% | -419.5% | +25.8% |
| All | +96.9% | +1,145.2% | -1,048.3% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling