+12.9%
VFC vs SCHG
+1,121.7%
-1,108.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -4.0% | -2.7% | -1.2% | -1.4% |
| 30D | -14.6% | -2.2% | -12.4% | -12.8% |
| 3M | -23.1% | +6.2% | -29.3% | -27.1% |
| 6M | -25.2% | +13.4% | -38.6% | -33.2% |
| YTD | -29.5% | +7.1% | -36.6% | -33.5% |
| 1Y | -14.4% | +12.5% | -26.9% | -23.1% |
| 3Y | -28.7% | +86.2% | -114.9% | -58.5% |
| 5Y | -79.1% | +83.9% | -163.1% | -88.0% |
| 10Y | -69.4% | +451.3% | -520.7% | -93.8% |
| All | +12.9% | +1,121.7% | -1,108.8% | -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 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