+19.3%
VMC vs SCHG
+86.3%
-66.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -3.8% | -1.0% | -2.7% | -3.2% |
| 30D | -9.7% | -1.3% | -8.4% | -9.0% |
| 3M | -9.6% | +5.4% | -15.1% | -12.4% |
| 6M | -4.8% | +14.4% | -19.2% | -12.2% |
| YTD | -10.9% | +8.0% | -18.9% | -15.0% |
| 1Y | -15.6% | +12.7% | -28.3% | -21.7% |
| 3Y | +19.3% | +85.6% | -66.3% | -26.9% |
| All | +19.3% | +86.3% | -66.9% | -26.9% |
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