-15.6%
VMC vs SCHG
+13.0%
-28.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.8% | -1.0% | -2.7% | -3.3% |
| 30D | -9.7% | -1.3% | -8.4% | -9.2% |
| 3M | -9.6% | +5.4% | -15.1% | -11.6% |
| 6M | -4.8% | +14.4% | -19.2% | -11.0% |
| YTD | -10.9% | +8.0% | -18.9% | -14.6% |
| 1Y | -15.6% | +12.7% | -28.3% | -20.7% |
| All | -15.6% | +13.0% | -28.6% | -20.7% |
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