+448.1%
VMC vs SCHG
+1,127.0%
-678.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -5.3% | -0.9% | -4.4% | -4.6% |
| 30D | -12.3% | -2.3% | -10.0% | -10.5% |
| 3M | -10.3% | +4.5% | -14.8% | -13.7% |
| 6M | -8.6% | +13.6% | -22.1% | -18.3% |
| YTD | -11.9% | +7.6% | -19.5% | -17.7% |
| 1Y | -13.9% | +13.0% | -27.0% | -23.2% |
| 3Y | +18.2% | +87.0% | -68.8% | -33.9% |
| 5Y | +47.7% | +82.9% | -35.1% | -17.7% |
| 10Y | +152.5% | +453.6% | -301.1% | -61.8% |
| All | +448.1% | +1,127.0% | -678.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling