+239.3%
VEA vs SCHG
+1,132.2%
-893.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -1.5% | -1.0% | -0.4% | -0.7% |
| 30D | -0.8% | -1.3% | +0.4% | +0.1% |
| 3M | +2.5% | +5.4% | -3.0% | -1.6% |
| 6M | +11.1% | +14.4% | -3.3% | +0.5% |
| YTD | +17.2% | +8.0% | +9.1% | +10.5% |
| 1Y | +24.5% | +12.7% | +11.8% | +13.5% |
| 3Y | +75.4% | +85.6% | -10.2% | +6.2% |
| 5Y | +61.1% | +85.5% | -24.4% | -5.3% |
| 10Y | +163.1% | +456.0% | -292.9% | -48.8% |
| All | +239.3% | +1,132.2% | -893.0% | -72.9% |
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