+15.8%
VG vs SCHG
+13.2%
+2.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.3% |
| 30D | +7.2% | -2.3% | +9.5% | +5.8% |
| 3M | +22.8% | +4.5% | +18.3% | +26.4% |
| 6M | +33.2% | +13.6% | +19.7% | +42.6% |
| YTD | +124.8% | +7.6% | +117.2% | +157.0% |
| 1Y | +15.8% | +13.0% | +2.8% | +37.8% |
| All | +15.8% | +13.2% | +2.6% | +37.8% |
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