+47.8%
VMC vs SCHG
+84.3%
-36.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -3.8% | -1.0% | -2.7% | -3.1% |
| 30D | -9.7% | -1.3% | -8.4% | -9.0% |
| 3M | -9.6% | +5.4% | -15.1% | -12.7% |
| 6M | -4.8% | +14.4% | -19.2% | -13.0% |
| YTD | -10.9% | +8.0% | -18.9% | -15.5% |
| 1Y | -15.6% | +12.7% | -28.3% | -22.3% |
| 3Y | +19.3% | +85.6% | -66.3% | -23.1% |
| All | +47.8% | +84.3% | -36.5% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling