+2,486.9%
VRT vs SCHG
+280.9%
+2,206.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.5% |
| 7D | -8.4% | -1.0% | -7.3% | -7.1% |
| 30D | -10.9% | -1.3% | -9.6% | -9.4% |
| 3M | -13.7% | +5.4% | -19.1% | -18.8% |
| 6M | -4.1% | +14.4% | -18.5% | -18.1% |
| YTD | +58.7% | +8.0% | +50.7% | +46.0% |
| 1Y | +89.6% | +12.7% | +76.9% | +67.8% |
| 3Y | +558.1% | +85.6% | +472.5% | +272.0% |
| 5Y | +953.0% | +85.5% | +867.4% | +499.1% |
| All | +2,486.9% | +280.9% | +2,206.0% | +851.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling