+977.6%
VRT vs SCHG
+84.3%
+893.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.2% |
| 7D | -8.4% | -1.0% | -7.3% | -6.7% |
| 30D | -10.9% | -1.3% | -9.6% | -8.9% |
| 3M | -13.7% | +5.4% | -19.1% | -20.6% |
| 6M | -4.1% | +14.4% | -18.5% | -22.8% |
| YTD | +58.7% | +8.0% | +50.7% | +41.1% |
| 1Y | +89.6% | +12.7% | +76.9% | +59.4% |
| 3Y | +558.1% | +85.6% | +472.5% | +190.6% |
| All | +977.6% | +84.3% | +893.2% | +374.0% |
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