-38.0%
VG vs SCHG
+22.0%
-60.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +11.1% | -1.5% | +12.6% | +12.1% |
| 3M | +14.9% | +4.4% | +10.5% | +9.7% |
| 6M | +18.4% | +15.7% | +2.6% | -1.5% |
| YTD | +116.6% | +8.3% | +108.3% | +97.6% |
| 1Y | +9.4% | +14.2% | -4.9% | -6.8% |
| All | -38.0% | +22.0% | -60.0% | -43.5% |
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