+13.7%
VFC vs SCHG
+1,121.7%
-1,108.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.2% |
| 7D | -3.3% | -2.7% | -0.5% | -0.7% |
| 30D | -14.0% | -2.2% | -11.8% | -12.2% |
| 3M | -22.6% | +6.2% | -28.7% | -26.5% |
| 6M | -24.7% | +13.4% | -38.1% | -32.8% |
| YTD | -29.0% | +7.1% | -36.1% | -33.1% |
| 1Y | -13.8% | +12.5% | -26.3% | -22.5% |
| 3Y | -28.2% | +86.2% | -114.4% | -58.3% |
| 5Y | -79.0% | +83.9% | -162.9% | -87.9% |
| 10Y | -69.2% | +451.3% | -520.5% | -93.8% |
| All | +13.7% | +1,121.7% | -1,108.0% | -89.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling