+64.4%
VG vs SCHG
+3.8%
+60.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.5% |
| 7D | +15.1% | +4.6% | +10.5% | +19.2% |
| 30D | -4.2% | -6.2% | +2.0% | -10.8% |
| 3M | -3.1% | -3.5% | +0.4% | -6.5% |
| 6M | +0.3% | +0.9% | -0.6% | +3.8% |
| YTD | +95.5% | +5.6% | +89.9% | +138.9% |
| 1Y | +64.4% | +4.4% | +60.0% | +102.7% |
| All | +64.4% | +3.8% | +60.6% | +102.7% |
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