+55.6%
VFC vs SCHG
+5.5%
+50.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +3.2% |
| 7D | +21.5% | -2.5% | +24.0% | +24.5% |
| 30D | +46.7% | -5.4% | +52.1% | +55.1% |
| 3M | +38.4% | -2.2% | +40.5% | +40.3% |
| 6M | +15.2% | +5.2% | +10.0% | +7.2% |
| YTD | +17.8% | +6.8% | +11.0% | +6.4% |
| 1Y | +55.6% | +5.9% | +49.7% | +42.2% |
| All | +55.6% | +5.5% | +50.0% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling