-20.3%
VFC vs SCHG
+86.3%
-106.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.3% |
| 7D | -1.4% | -1.0% | -0.4% | -0.1% |
| 30D | -9.0% | -1.3% | -7.7% | -7.6% |
| 3M | -24.2% | +5.4% | -29.6% | -28.6% |
| 6M | -18.5% | +14.4% | -32.9% | -30.4% |
| YTD | -25.9% | +8.0% | -33.9% | -32.2% |
| 1Y | -13.0% | +12.7% | -25.7% | -24.7% |
| 3Y | -20.3% | +85.6% | -105.9% | -52.6% |
| All | -20.3% | +86.3% | -106.6% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling